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

NeurIPS 2016 Jean BarbierMohamad DiaNicolas MacrisFlorent KrzakalaThibault LesieurLenka Zdeborova

Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical physics computations, and proven in few specific cases... (read more)

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