General extensive-rank matrix denoising
Characterize inference for an unknown deterministic symmetric matrix with extensive rank in the Gaussian Orthogonal Ensemble observation model, beyond the previously studied rotationally invariant priors.
References
While prior work has extensively studied rotationally invariant priors , the general extensive-rank setting remains largely open .
— High-Dimensional Learning Dynamics of Attention-Indexed Models
(2609.03858 - Xu et al., 3 Sep 2026) in Appendix, Section “Examples of attention-indexed models,” Example 5: Extensive-rank matrix denoising