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No Statistical-Computational Gap in Spiked Matrix Models with Generative Network Priors †

We provide a non-asymptotic analysis of the spiked Wishart and Wigner matrix models with a generative neural network prior. Spiked random matrices have the form of a rank-one signal plus noise and have been used as models for high dimensional Principal Component Analysis (PCA), community detection a...

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Detalles Bibliográficos
Autores principales: Cocola, Jorio, Hand, Paul, Voroninski, Vladislav
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7830301/
https://www.ncbi.nlm.nih.gov/pubmed/33467175
http://dx.doi.org/10.3390/e23010115