Low-rank Matrix Estimation with Inhomogeneous Noise
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Publication:6407639
arXiv2208.05918MaRDI QIDQ6407639FDOQ6407639
Authors: Alice Guionnet, Justin Ko, Florent Krzakala, Lenka Zdeborová 
Publication date: 11 August 2022
Abstract: We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model with homogeneous noise to include for instance the dense degree-corrected stochastic block model. We adapt techniques used to study multispecies spin glasses to derive and rigorously prove an expression for the free energy of the problem in the large size limit, providing a framework to study the signal detection thresholds. We discuss an application of this framework to the degree corrected stochastic block models.
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