The increasing prevalence of personal devices motivates the design of algorithms that can leverage their computing power, together with the data they generate, in order to build privacy-preserving and effective machine learning models. However, traditional ...
In this manuscript we consider denoising of large rectangular matrices: given a noisy observation of a signal matrix, what is the best way of recovering the signal matrix itself? For Gaussian noise and rotationally-invariant signal priors, we completely ch ...