The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising

DOI10.1073/pnas.1306110110zbMath1292.94004arXiv1302.2331WikidataQ30540129 ScholiaQ30540129MaRDI QIDQ5170964

David L. Donoho, Andrea Montanari, Matan Gavish

Publication date: 25 July 2014

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.2331

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

Uses Software

• SeDuMi