High-dimensional Asymptotics of Langevin Dynamics in Spiked Matrix Models.

Tengyuan Liang Subhabrata Sen Pragya Sur

Published in: CoRR (2022)

Keyphrases

parameter space
high dimensional
statistical models
statistical model
least squares
dimensionality reduction
low dimensional
sufficient conditions
model selection
similarity search
mathematical models
probabilistic model
complex systems
experimental data
dynamical systems
dynamic model