Hamilton-Jacobi equations for finite-rank matrix inference

Overlap matrix concentration in optimal Bayesian inference, preprint, arXiv:1904.02808

Original

J. Barbier · 1904

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P. Carmona and Y. Hu · 2006

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L. C. Evans · 2010

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Information-theoretically optimal sparse PCA

Y. Deshpande and A. Montanari · 2014

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Phase transitions in sparse PCA

T. Lesieur, F. Krzakala, and L. Zdeborová · 2015

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Mutual information for symmetric rank-one matrix estimation: a proof of the replica formula

J. Barbier, M. Dia, N. Macris, F. Krzakala, T. Lesieur, and L. Zdeborová · 2016

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The adaptive interpolation method: a simple scheme to prove replica formulas in Bayesian inference

J. Barbier and N. Macris

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The layered structure of tensor estimation and its mutual information

J. Barbier, N. Macris, and L. Miolane · 2017

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Free energy in the Potts spin glass

D. Panchenko · 2018

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Free energy in the mixed

Original

D. Panchenko · 2018

Later among the works it cites.

Fundamental limits of symmetric low-rank matrix estimation

M. Lelarge and L. Miolane · 2019

Closest in time.