Free denoising via overlap measures and c-freeness techniques
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866918031256453120 |
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| author | Fevrier, Maxime Nica, Alexandru Szpojankowski, Kamil |
| author_facet | Fevrier, Maxime Nica, Alexandru Szpojankowski, Kamil |
| contents | We study the problem of free denoising. For free selfadjoint random variables $a,b$, where we interpret $a$ as a signal and $b$ as noise, we find $E(a|a+b)$. To that end, we study a probability measure $μ^{( \mathrm{ov} )}_{a,a+b}$ on $\mathbb{R}^2$ which we call the overlap measure. We show that $μ^{( \mathrm{ov} )}_{a,a+b}$ is absolutely continuous with respect to the product measure $μ_a\times μ_{a+b}$. The Radon-Nikodym derivative gives direct access to $E(a|a+b)$. We show that analogous results hold in the case of multiplicative noise when $a,b$ are positive and the aim is to find $E(a|a^{1/2}ba^{1/2})$. In a parallel development we show that, for a general selfadjoint expression $P(a,b)$ made with $a$ and $b$, finding $E(a|P(a,b))$ is equivalent to finding the distribution of $P(a,b)$ in a certain two-state probability space $(\mathcal{A},φ,χ)$, where $a,b$ are c-free with respect to $(φ,χ)$ in the sense of Bożejko-Leinert-Speicher. We discuss how free denoising (which is set in the framework of an abstract $W^{*}$-probability space) relates to the notion of ''matrix denoising'' previously discussed in the random matrix literature. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2412_20792 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Free denoising via overlap measures and c-freeness techniques Fevrier, Maxime Nica, Alexandru Szpojankowski, Kamil Operator Algebras Probability We study the problem of free denoising. For free selfadjoint random variables $a,b$, where we interpret $a$ as a signal and $b$ as noise, we find $E(a|a+b)$. To that end, we study a probability measure $μ^{( \mathrm{ov} )}_{a,a+b}$ on $\mathbb{R}^2$ which we call the overlap measure. We show that $μ^{( \mathrm{ov} )}_{a,a+b}$ is absolutely continuous with respect to the product measure $μ_a\times μ_{a+b}$. The Radon-Nikodym derivative gives direct access to $E(a|a+b)$. We show that analogous results hold in the case of multiplicative noise when $a,b$ are positive and the aim is to find $E(a|a^{1/2}ba^{1/2})$. In a parallel development we show that, for a general selfadjoint expression $P(a,b)$ made with $a$ and $b$, finding $E(a|P(a,b))$ is equivalent to finding the distribution of $P(a,b)$ in a certain two-state probability space $(\mathcal{A},φ,χ)$, where $a,b$ are c-free with respect to $(φ,χ)$ in the sense of Bożejko-Leinert-Speicher. We discuss how free denoising (which is set in the framework of an abstract $W^{*}$-probability space) relates to the notion of ''matrix denoising'' previously discussed in the random matrix literature. |
| title | Free denoising via overlap measures and c-freeness techniques |
| topic | Operator Algebras Probability |
| url | https://arxiv.org/abs/2412.20792 |