Cauchy noise loss for stochastic optimization of random matrix models via free deterministic equivalents
DOI10.1016/j.jmaa.2019.123597zbMath1435.62192arXiv1804.03154OpenAlexW2982046302WikidataQ126984596 ScholiaQ126984596MaRDI QIDQ2287214
Publication date: 20 January 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.03154
stochastic optimizationfree probability theoryrandom matrix theoryrank estimationdimensionality recovery
Random fields (60G60) Estimation in multivariate analysis (62H12) Random matrices (algebraic aspects) (15B52) Existence of optimal solutions to problems involving randomness (49J55)
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