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• W3107979457 abstract "This article studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse principal component analysis and covariance estimation and the stochastic block model used in network analysis. The main results are single-letter formulas (i.e., analytical expressions that can be approximated numerically) for the mutual information and the minimum mean-squared error (MMSE) in the Bayes optimal setting where the distributions of all random quantities are known. We provide non-asymptotic bounds and show that our formulas describe exactly the leading order terms in the mutual information and MMSE in the high-dimensional regime where the number of rows n and number of columns d scale with d = O(n <sup xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>α</sup> ) for some α <; 1/20. On the technical side, this article introduces some new techniques for the analysis of high-dimensional matrix-valued signals. Specific contributions include a novel extension of the adaptive interpolation method that uses order-preserving positive semidefinite interpolation paths, and a variance inequality between the overlap and the free energy that is based on continuous-time I-MMSE relations." @default.
• W3107979457 created "2020-12-07" @default.
• W3107979457 creator A5084396713 @default.
• W3107979457 date "2020-11-01" @default.
• W3107979457 modified "2023-10-16" @default.
• W3107979457 title "Information-Theoretic Limits for the Matrix Tensor Product" @default.
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• W3107979457 doi "https://doi.org/10.1109/jsait.2020.3040598" @default.
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