Non-Negative Principal Component Analysis: Message Passing Algorithms and Sharp Asymptotics
From MaRDI portal
Publication:2976981
DOI10.1109/TIT.2015.2457942zbMath1359.62224arXiv1406.4775OpenAlexW1625271478MaRDI QIDQ2976981
Emile Richard, Andrea Montanari
Publication date: 28 April 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.4775
Factor analysis and principal components; correspondence analysis (62H25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Related Items
Approximate message passing algorithms for rotationally invariant matrices, Statistical physics and representations in real and artificial neural networks, Unnamed Item, Estimation of low-rank matrices via approximate message passing, Statistical limits of spiked tensor models, Riemannian optimization via Frank-Wolfe methods, Generalized TAP Free Energy, Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm, Fundamental limits of weak recovery with applications to phase retrieval, A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds, Approximate message passing for sparse matrices with application to the equilibria of large ecological Lotka-Volterra systems, Unnamed Item, Singular value problems under nonnegativity constraints, Local convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronization, On the TAP equations via the cavity approach in the generic mixed \(p\)-spin models, Unnamed Item, A brief introduction to manifold optimization, Notes on computational-to-statistical gaps: predictions using statistical physics, Phase transition in random tensors with multiple independent spikes, Simple algorithms for optimization on Riemannian manifolds with constraints, Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting, Optimality and sub-optimality of PCA. I: Spiked random matrix models, Universality of approximate message passing algorithms, The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning, Nonconvex Phase Synchronization, Random matrix theory and its applications, Phase transition in the spiked random tensor with Rademacher prior, A Unifying Tutorial on Approximate Message Passing, Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming, Optimal low-degree hardness of maximum independent set