59 research outputs found
Multireference Alignment using Semidefinite Programming
The multireference alignment problem consists of estimating a signal from
multiple noisy shifted observations. Inspired by existing Unique-Games
approximation algorithms, we provide a semidefinite program (SDP) based
relaxation which approximates the maximum likelihood estimator (MLE) for the
multireference alignment problem. Although we show that the MLE problem is
Unique-Games hard to approximate within any constant, we observe that our
poly-time approximation algorithm for the MLE appears to perform quite well in
typical instances, outperforming existing methods. In an attempt to explain
this behavior we provide stability guarantees for our SDP under a random noise
model on the observations. This case is more challenging to analyze than
traditional semi-random instances of Unique-Games: the noise model is on
vertices of a graph and translates into dependent noise on the edges.
Interestingly, we show that if certain positivity constraints in the SDP are
dropped, its solution becomes equivalent to performing phase correlation, a
popular method used for pairwise alignment in imaging applications. Finally, we
show how symmetry reduction techniques from matrix representation theory can
simplify the analysis and computation of the SDP, greatly decreasing its
computational cost
Open problem: Tightness of maximum likelihood semidefinite relaxations
We have observed an interesting, yet unexplained, phenomenon: Semidefinite
programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend
to be tight in recovery problems with noisy data, even when MLE cannot exactly
recover the ground truth. Several results establish tightness of SDP based
relaxations in the regime where exact recovery from MLE is possible. However,
to the best of our knowledge, their tightness is not understood beyond this
regime. As an illustrative example, we focus on the generalized Procrustes
problem
Multireference Alignment is Easier with an Aperiodic Translation Distribution
In the multireference alignment model, a signal is observed by the action of
a random circular translation and the addition of Gaussian noise. The goal is
to recover the signal's orbit by accessing multiple independent observations.
Of particular interest is the sample complexity, i.e., the number of
observations/samples needed in terms of the signal-to-noise ratio (the signal
energy divided by the noise variance) in order to drive the mean-square error
(MSE) to zero. Previous work showed that if the translations are drawn from the
uniform distribution, then, in the low SNR regime, the sample complexity of the
problem scales as . In this work, using a
generalization of the Chapman--Robbins bound for orbits and expansions of the
divergence at low SNR, we show that in the same regime the sample
complexity for any aperiodic translation distribution scales as
. This rate is achieved by a simple spectral algorithm.
We propose two additional algorithms based on non-convex optimization and
expectation-maximization. We also draw a connection between the multireference
alignment problem and the spiked covariance model
Bispectrum Inversion with Application to Multireference Alignment
We consider the problem of estimating a signal from noisy
circularly-translated versions of itself, called multireference alignment
(MRA). One natural approach to MRA could be to estimate the shifts of the
observations first, and infer the signal by aligning and averaging the data. In
contrast, we consider a method based on estimating the signal directly, using
features of the signal that are invariant under translations. Specifically, we
estimate the power spectrum and the bispectrum of the signal from the
observations. Under mild assumptions, these invariant features contain enough
information to infer the signal. In particular, the bispectrum can be used to
estimate the Fourier phases. To this end, we propose and analyze a few
algorithms. Our main methods consist of non-convex optimization over the smooth
manifold of phases. Empirically, in the absence of noise, these non-convex
algorithms appear to converge to the target signal with random initialization.
The algorithms are also robust to noise. We then suggest three additional
methods. These methods are based on frequency marching, semidefinite relaxation
and integer programming. The first two methods provably recover the phases
exactly in the absence of noise. In the high noise level regime, the invariant
features approach for MRA results in stable estimation if the number of
measurements scales like the cube of the noise variance, which is the
information-theoretic rate. Additionally, it requires only one pass over the
data which is important at low signal-to-noise ratio when the number of
observations must be large
A note on Probably Certifiably Correct algorithms
Many optimization problems of interest are known to be intractable, and while
there are often heuristics that are known to work on typical instances, it is
usually not easy to determine a posteriori whether the optimal solution was
found. In this short note, we discuss algorithms that not only solve the
problem on typical instances, but also provide a posteriori certificates of
optimality, probably certifiably correct (PCC) algorithms. As an illustrative
example, we present a fast PCC algorithm for minimum bisection under the
stochastic block model and briefly discuss other examples
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