Rotational Invariant Estimator for General Noisy Matrices

DOI10.1109/TIT.2016.2616132zbMath1359.94066arXiv1502.06736MaRDI QIDQ2976467

Romain Allez, Marc Potters, Joël Bun, Jean-Philippe Bouchaud

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.06736

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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