In the proportional high-dimensional limit, the paper derives exact squared-overlap formulas and phase transitions for Stack-SVD and SVD-Stack, and proves optimally weighted Stack-SVD always beats optimally weighted SVD-Stack.
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Stacked SVD or SVD stacked? A Random Matrix Theory perspective on data integration
In the proportional high-dimensional limit, the paper derives exact squared-overlap formulas and phase transitions for Stack-SVD and SVD-Stack, and proves optimally weighted Stack-SVD always beats optimally weighted SVD-Stack.