3 problems

Consider the rank-one rectangular observation model $\bY$ and the mismatched Bayes estimator $M_{\mathrm{mis}}(\bY)$. Let $\lambda$ and $\lambda_*$ denote the estimation and true s…

Let $X$ have prior distribution $P_0$, and consider the symmetric rank-one matrix estimation model with signal-to-noise parameter $\lambda$. For $\eta>0$, define … and set … Here…

Let $X$ have prior distribution $P_0$, and consider the rank-one symmetric matrix estimation model … where $Z_{i,j}$ are standard Gaussian noises. Assume $\mathbb{E}_{P_0}[X]=0$ an…