Lecture

The Spike-Wigner model

In course

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Description

This lecture covers the Spike-Wigner model, focusing on low-rank matrix factorization, replica method, and Gaussian matrices. It delves into concepts like additive white Gaussian noise, matrix components, and iid Gaussian matrices. The lecture also discusses the denoising process, sparse signals, and the replica symmetry ansatz.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_6z3aizda

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

Algebra: Linear algebra

Number theory: Number theory

Information engineering

Signal processing: Digital image processing

Statistics

Statistical inference: Mathematical statistics

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