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The spiked matrix model with generative priors

NeurIPS 2019 · Learning theory and algorithms › Matrix and tensor methods · approach: High-dimensional estimation theory · 18 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a generative prior and AMP instead of an unconstrained spike priorSpiked Wigner model · Analyzed generative-prior casesasymptotic estimation performanceHelped
Use LAMP instead of canonical PCASpiked Wigner model with generative priors · Generative priorsnoise threshold for positive correlationHelped
Account for a linear generative structure with compression ratio αSpiked Wigner model · Linear activationnoise threshold Δc: 1 -> α+1Helped
Account for a sign-activation generative structure with compression ratio αSpiked Wigner model · Sign activationnoise threshold Δc: 1 -> 1+\frac{4\alpha}{\pi^2}Helped
Use a generative prior rather than a sparse separable priorSpiked-matrix inference · Analyzed cases in the thermodynamic limitgap between statistical and known algorithmic performanceHelped
Use the empirical covariance of Fashion-MNIST spikes in the LAMP spectral methodSpiked Wigner model · Fashion-MNIST imagesspike estimation performanceHelped

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