interpolation

Estimation in the Spiked Wigner Model: A Short Proof of the Replica Formula

We consider the problem of estimating the rank-one perturbation of a Wigner matrix in a setting of low signal-to-noise ratio. This serves as a simple model for principal component analysis in high dimensions. The mutual information per variable …

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of noisy …

The Mutual Information in Random Linear Estimation Beyond i.i.d. Matrices

There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of noisy …

Mutual information in rank-one matrix estimation

We consider the estimation of a n-dimensional vector x from the knowledge of noisy and possibility non-linear element-wise measurements of xxT, a very generic problem that contains, e.g. stochastic 2-block model, submatrix localization or the spike …

Mutual information in rank-one matrix estimation

We consider the estimation of a n-dimensional vector x from the knowledge of noisy and possibility non-linear element-wise measurements of xxT, a very generic problem that contains, e.g. stochastic 2-block model, submatrix localization or the spike …