  There has been definite progress recently in proving the variational
single-letter formula given by the heuristic replica method for various
estimation problems. In particular, the replica formula for the mutual
information in the case of noisy linear estimation with random i.i.d. matrices,
a problem with applications ranging from compressed sensing to statistics, has
been proven rigorously. In this contribution we go beyond the restrictive
i.i.d. matrix assumption and discuss the formula proposed by Takeda, Uda,
Kabashima and later by Tulino, Verdu, Caire and Shamai who used the replica
method. Using the recently introduced adaptive interpolation method and random
matrix theory, we prove this formula for a relevant large sub-class of
rotationally invariant matrices.
