High-dimensional rank-one nonsymmetric matrix decomposition: the spherical case
We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are uniformly distributed on spheres. We prove a replica-symmetric formula for the average mutual information between these vectors and the observations in the high-dimensional regime. This goes beyond previous results which considered vectors with independent and identically distributed elements. The method used can be extended to rank-one tensor problems.
WOS:000714963402125
2020-01-01
978-1-7281-6432-8
New York
2646
2651
REVIEWED
Event name | Event place | Event date |
ELECTR NETWORK | Jun 21-26, 2020 | |