Collection Les probabilités de demain 2017
Organisateur(s)
Date(s)
10/12/2024
Phase transitions in low-rank matrix estimation
Joint work with Marc Lelarge We consider the estimation of noisy low-rank matrices. Our goal is to compute the minimal mean square error (MMSE) for this statistical problem. We will observe a phase transition: there exists a critical value of the signal-to-noise ratio above which it is possible to make a non-trivial guess about the signal, whereas this is impossible below this critical value.
