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Factorizing low-rank matrices has many applications in machine learning and statistics.
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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Sparse principal component analysis
H. Zou, T. Hastie, and R. Tibshirani · 2006
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A direct formulation for sparse pca using semidefinite programming
A. d’Aspremont, L. El Ghaoui, M.I. Jordan, and G.RG. Lanckriet · 2007
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High-dimensional analysis of semidefinite relaxations for sparse principal components
A.A. Amini and M.J. Wainwright · 2008
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Exact matrix completion via convex optimization
E.J. Candès and B. Recht · 2009
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Exact solution of the gauge symmetric p-spin glass model on a complete graph
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Coupled graphical models and their thresholds
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Iterative estimation of constrained rank-one matrices in noise
S. Rangan and A.K. Fletcher · 2012
State evolution for general approximate message passing algorithms, with applications to spatial coupling
A. Javanmard and A. Montanari · 2013
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Information-theoretically optimal sparse pca
Y. Deshpande and A. Montanari · 2014
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A simple proof of maxwell saturation for coupled scalar recursions
A. Yedla, Y.Y. Jian, P.S. Nguyen, and H.D. Pfister · 2014
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Finding hidden cliques of size N / e \sqrt{N/e} in nearly linear time
Y. Deshpande and A. Montanari · 2015
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Asymptotic mutual information for the two-groups stochastic block model
Y. Deshpande, E. Abbe, and A. Montanari · 2015
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Threshold saturation of spatially coupled sparse superposition codes for all memoryless channels
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Computational lower bounds for sparse pca
Q. Berthet and P. Rigollet · 2013
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Mmse of probabilistic low-rank matrix estimation: Universality with respect to the output channel
T. Lesieur, F. Krzakala, and L. Zdeborová
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Phase transitions in sparse pca
T. Lesieur, F. Krzakala, and L. Zdeborová
Cited in the paper.
J. Barbier, M. Dia, and N. Macris · 2016
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Mutual information in rank-one matrix estimation
F. Krzakala, J. Xu, and L. Zdeborová · 2016
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