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Asymptotic Errors for Teacher-Student Convex Generalized Linear Models (Or: How to Prove Kabashima’s Replica Formula)
There has been a recent surge of interest in the study of asymptotic reconstruction performance in various cases of generalized linear estimation problems in the teacher-student setting, especially for the case of i.i.d standard normal matrices. Here, we go beyond these matrices, and prove an analytical formula for the reconstruction …