Jean-Christoph Mourrat
NYU
Scientific, Seminar
UBC Probability Seminar: Jean-Christoph Mourrat (Online)
We consider the problem of estimating large rank-one matrix, given noisy observations. This inference problem is known to have a phase transition, in the sense that partial recovery of the original matrix is only possible if the signal-to-noise ratio...
Scientific, Seminar
UBC Probability Seminar: Jean-Christoph Mourrat (Online)
We consider the problem of estimating large rank-one matrix, given noisy observations. This inference problem is known to have a phase transition, in the sense that partial recovery of the original matrix is only possible if the signal-to-noise ratio...
Scientific, Seminar
UBC Probability Seminar: Jean-Christoph Mourrat (Online)
We consider the problem of estimating large rank-one matrix, given noisy observations. This inference problem is known to have a phase transition, in the sense that partial recovery of the original matrix is only possible if the signal-to-noise ratio...