Conjectured asymptotic MSE of the mismatched Bayes estimator
Conjectured asymptotic MSE of the mismatched Bayes estimator
Consider the rank-one rectangular observation model and the mismatched Bayes estimator . Let and denote the estimation and true signal-to-noise parameters, respectively, and let be the asymptotic noise singular density. Define and as in the source. Mismatched Bayes MSE conjecture.
Here the formulas for and include the indicator function and the asymptotic noise singular density. The claim is presented as a consequence of the preceding log-partition-function conjecture, so it remains conditional on establishing that conjecture rather than being a proved theorem in the paper.
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Primary source
Teng Fu, YuHao Liu, Jean Barbier, Marco Mondelli, ShanSuo Liang and TianQi Hou, “Mismatched estimation of non-symmetric rank-one matrices corrupted by structured noise”, arXiv:2302.03306 (2023).
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