Rank-One Signal Recovery in Sparse Wishart Noise
Read the original on arXiv Statistics ML →The Flow has not summarised this story yet — read it at arXiv Statistics ML.
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arXiv:2511. 11927v2 Announce Type: replace-cross Abstract: Principal Component Analysis (PCA) is a standard tool for extracting a low-rank signal from noisy observations.
arXiv:2607. 14304v1 Announce Type: cross Abstract: We study sparse random geometric graphs generated by connecting pairs of high-dimensional vectors whose inner product exceeds a threshold.
arXiv:2606. 00500v1 Announce Type: cross Abstract: We present a simple and efficient algorithm for robust approximate message passing (AMP) in the spiked matrix setting.
arXiv:2505. 10882v2 Announce Type: replace Abstract: Principal component analysis classically requires full $d$-dimensional samples, yet in various applications hardware limits acquisition to a few scalar measurements per sample.
arXiv:2609. 03762v1 Announce Type: new Abstract: The computation of the Bures-Wasserstein (BW) barycenter of an ensemble of positive definite matrices arises throughout machine learning, optimal transport, and quantum information.
arXiv:2606. 15581v1 Announce Type: cross Abstract: We study the graph alignment problem for correlated Gaussian Orthogonal Ensemble (GOE) matrices, where the goal is to recover a hidden vertex permutation given two correlated symmetric Gaussian matrices $(A, B)$ with correlation $1/\sqrt{1+\sigma^2}$.