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On learning matrices with orthogonal columns or disjoint supports

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Academic year: 2021

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Fig. 1. Level sets of the penalty Ω K defined in (2) for 2-by-2 symmetric matrices parametrized as  x y y z  , when K =  γ 11γ
Fig. 2. Test MSE (top) and deviation from pairwise orthogonality (bottom) as a func- func-tion of the convexity parameter γ, from low to high noise regimes (from left to right:

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