Approximate message passing for orthogonally invariant ensembles: multivariate non-linearities and spectral initialization

DOI10.1093/IMAIAI/IAAE024MaRDI QIDQ6638530FDOQ6638530

Authors: Xinyi Zhong, Tianhao Wang, Zhou Fan 

Publication date: 14 November 2024

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

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zbMATH Keywords

low-rank matrix estimationfree probabilityspiked random matricesAMP algorithms

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Data structures (68P05)

Cited In (1)

• Universality of approximate message passing with semirandom matrices

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