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The price of ignorance: how much does it cost to forget noise structure in low-rank matrix estimation?

NeurIPS 2022 · Learning theory and algorithms › Matrix and tensor methods · approach: Low-rank approximation theory · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Gaussian AMP rather than the mismatched Bayes estimatorLow-rank rank-one estimation with structured rotationally invariant noise · All simulated mismatch settingsMSEHurt
Assume Gaussian noise instead of using the true noise statisticsMismatched Bayes and Gaussian AMP · Structured-noise estimationMSEHurt
Use the correct noise statistics and corresponding Onsager correctionsGaussian AMP · Structured-noise estimationMSEHelped
Use the noise-aware optimal spectral scalingLeading-eigenvector spectral estimator · Structured-noise estimationMSEHelped
Use the correct noise statistics rather than Gaussian assumptionsMismatched Bayes and Gaussian AMP · High-SNR regimeoverlapNo clear effect
Use the mismatched Bayes estimator rather than Gaussian AMPStructured-noise estimation · High-SNR regimeoverlapNo clear effect
Use mismatched Bayes instead of GauSpecSpherical-prior estimation with no SNR mismatch and h̄ ≥ 1 · Structured-noise estimationMSENo clear effect
Increase the true SNR while retaining a mismatched Gaussian modelMismatched Bayes and Gaussian spectral estimators · Some structured-noise settingsMSEMixed
Use the correct noise model and SNR instead of assuming Gaussian noiseGaussian spectral estimator · Structured rotationally invariant noiseMSE: MSE(M_GS) = MSE(M_OS) + 1/2( C(ρ,λ*) - (1 - 1/λ))^2Helped

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