Iterative reconstruction of rank-one matrices in noise

DOI10.1093/imaiai/iax014zbMath1470.94040arXiv1202.2759OpenAlexW2964227601MaRDI QIDQ5242853

Sundeep Rangan, Alyson K. Fletcher

Publication date: 7 November 2019

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

Full work available at URL: https://arxiv.org/abs/1202.2759

zbMATH Keywords

Bayesian estimationmatrix factorizationapproximate message passing

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Estimation of low-rank matrices via approximate message passing ⋮ Finding hidden cliques of size \(\sqrt{N/e}\) in nearly linear time ⋮ Unnamed Item ⋮ The decimation scheme for symmetric matrix factorization

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