“…The case in which Z is actually Gaussian has been thoroughly studied [53,28,55,54,12,61]. Beyond Gaussianity, a rapidly growing literature is focusing on rotationally invariant models assuming perfect knowledge of the statistics of the structured matrix appearing in the problem (such as noise in inference, a sensing, data, or coding matrix in regression tasks, weight matrices in neural networks, or a matrix of interactions in spin glass models) [67,23,37,38,42,65,56,57,74,77,78,16,33,66,71,47]. However, despite this impressive progress when the noise statistics is known, low-rank estimation in a mismatched setting with partial to no knowledge of the statistics of the rotationally invariant noise matrix remains poorly understood.…”