---
_id: '14923'
abstract:
- lang: eng
  text: We study the performance of a Bayesian statistician who estimates a rank-one
    signal corrupted by non-symmetric rotationally invariant noise with a generic
    distribution of singular values. As the signal-to-noise ratio and the noise structure
    are unknown, a Gaussian setup is incorrectly assumed. We derive the exact analytic
    expression for the error of the mismatched Bayes estimator and also provide the
    analysis of an approximate message passing (AMP) algorithm. The first result exploits
    the asymptotic behavior of spherical integrals for rectangular matrices and of
    low-rank matrix perturbations; the second one relies on the design and analysis
    of an auxiliary AMP. The numerical experiments show that there is a performance
    gap between the AMP and Bayes estimators, which is due to the incorrect estimation
    of the signal norm.
article_processing_charge: No
arxiv: 1
author:
- first_name: Teng
  full_name: Fu, Teng
  last_name: Fu
- first_name: YuHao
  full_name: Liu, YuHao
  last_name: Liu
- first_name: Jean
  full_name: Barbier, Jean
  last_name: Barbier
- first_name: Marco
  full_name: Mondelli, Marco
  id: 27EB676C-8706-11E9-9510-7717E6697425
  last_name: Mondelli
  orcid: 0000-0002-3242-7020
- first_name: ShanSuo
  full_name: Liang, ShanSuo
  last_name: Liang
- first_name: TianQi
  full_name: Hou, TianQi
  last_name: Hou
citation:
  ama: 'Fu T, Liu Y, Barbier J, Mondelli M, Liang S, Hou T. Mismatched estimation
    of non-symmetric rank-one matrices corrupted by structured noise. In: <i>Proceedings
    of 2023 IEEE International Symposium on Information Theory</i>. IEEE; 2023:1178-1183.
    doi:<a href="https://doi.org/10.1109/isit54713.2023.10206671">10.1109/isit54713.2023.10206671</a>'
  apa: 'Fu, T., Liu, Y., Barbier, J., Mondelli, M., Liang, S., &#38; Hou, T. (2023).
    Mismatched estimation of non-symmetric rank-one matrices corrupted by structured
    noise. In <i>Proceedings of 2023 IEEE International Symposium on Information Theory</i>
    (pp. 1178–1183). Taipei, Taiwan: IEEE. <a href="https://doi.org/10.1109/isit54713.2023.10206671">https://doi.org/10.1109/isit54713.2023.10206671</a>'
  chicago: Fu, Teng, YuHao Liu, Jean Barbier, Marco Mondelli, ShanSuo Liang, and TianQi
    Hou. “Mismatched Estimation of Non-Symmetric Rank-One Matrices Corrupted by Structured
    Noise.” In <i>Proceedings of 2023 IEEE International Symposium on Information
    Theory</i>, 1178–83. IEEE, 2023. <a href="https://doi.org/10.1109/isit54713.2023.10206671">https://doi.org/10.1109/isit54713.2023.10206671</a>.
  ieee: T. Fu, Y. Liu, J. Barbier, M. Mondelli, S. Liang, and T. Hou, “Mismatched
    estimation of non-symmetric rank-one matrices corrupted by structured noise,”
    in <i>Proceedings of 2023 IEEE International Symposium on Information Theory</i>,
    Taipei, Taiwan, 2023, pp. 1178–1183.
  ista: 'Fu T, Liu Y, Barbier J, Mondelli M, Liang S, Hou T. 2023. Mismatched estimation
    of non-symmetric rank-one matrices corrupted by structured noise. Proceedings
    of 2023 IEEE International Symposium on Information Theory. ISIT: International
    Symposium on Information Theory, 1178–1183.'
  mla: Fu, Teng, et al. “Mismatched Estimation of Non-Symmetric Rank-One Matrices
    Corrupted by Structured Noise.” <i>Proceedings of 2023 IEEE International Symposium
    on Information Theory</i>, IEEE, 2023, pp. 1178–83, doi:<a href="https://doi.org/10.1109/isit54713.2023.10206671">10.1109/isit54713.2023.10206671</a>.
  short: T. Fu, Y. Liu, J. Barbier, M. Mondelli, S. Liang, T. Hou, in:, Proceedings
    of 2023 IEEE International Symposium on Information Theory, IEEE, 2023, pp. 1178–1183.
conference:
  end_date: 2023-06-30
  location: Taipei, Taiwan
  name: 'ISIT: International Symposium on Information Theory'
  start_date: 2023-06-25
corr_author: '1'
date_created: 2024-02-02T11:20:39Z
date_published: 2023-06-30T00:00:00Z
date_updated: 2025-07-10T11:51:04Z
day: '30'
department:
- _id: MaMo
doi: 10.1109/isit54713.2023.10206671
external_id:
  arxiv:
  - '2302.03306'
fulldoi: https://doi.org/10.1109/isit54713.2023.10206671
language:
- iso: eng
main_file_link:
- open_access: '1'
  url: https://doi.org/10.48550/arXiv.2302.03306
month: '06'
oa: 1
oa_version: Preprint
page: 1178-1183
publication: Proceedings of 2023 IEEE International Symposium on Information Theory
publication_identifier:
  eissn:
  - 2157-8117
  isbn:
  - '9781665475549'
publication_status: published
publisher: IEEE
quality_controlled: '1'
scopus_import: '1'
status: public
title: Mismatched estimation of non-symmetric rank-one matrices corrupted by structured
  noise
type: conference
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
year: '2023'
...