Journal Article

The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising

Proceedings of the National Academy of Sciences of the United States of America (2013) 110(21) 8405-8410
DOI: 10.1073/pnas.1306110110
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Abstract

Let X0 be an unknown M by N matrix. In matrix recovery, one takes n δ* (ρ), NNM typically succeeds for large M,N, whereas if δ

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Donoho, D. L., Gavish, M., & Montanari, A. (2013). The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising. Proceedings of the National Academy of Sciences of the United States of America, 110(21), 8405–8410. https://doi.org/10.1073/pnas.1306110110

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