A Statistical Physics approach to a multi-channel Wigner spiked model
A Statistical Physics approach to a multi-channel Wigner spiked model
Abstract In this letter we present a finite temperature approach to a high-dimensional inference problem, the Wigner spiked model, with group-dependent signal-to-noise ratios. For two classes of convex and non-convex network architectures the error in the reconstruction is described in terms of the solution of a mean-field spin-glass on the …