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高维多参考对齐问题的估计速率AI 解读

We study the continuous multireference alignment model of estimating a periodic function on the circle from noisy and circularly-rotated observations. Motivated by analogous high-dimensional problems that arise in cryo-electron microscopy, we establish minimax rates for estimating generic signals that are explicit in the dimension K. In a high-noise regime with noise variance σ2≳K, for signals with Fourier coefficients of roughly uniform magnitude, the rate scales as σ6 and…

高噪声群轨道估计与单颗粒冷冻电镜中的最大似然AI 解读

Motivated by applications to single-particle cryo-electron microscopy (cryo-EM), we study several problems of function estimation in a high noise regime, where samples are observed after random rotation and possible linear projection of the function domain. We describe a stratification of the Fisher information eigenvalues according to transcendence degrees of graded pieces of the algebra of group invariants, and we relate critical points of the log-likelihood landscape to a…

Z₂ 同步中 TAP 自由能的局部凸性与 AMP 收敛AI 解读

We study mean-field variational Bayesian inference using the TAP approach, for Z2-synchronization as a prototypical example of a high-dimensional Bayesian model. We show that for any signal strength λ>1 (the weak-recovery threshold), there exists a unique local minimizer of the TAP free energy functional near the mean of the Bayes posterior law. Furthermore, the TAP free energy in a local neighborhood of this minimizer is strongly convex. Consequently, a…

高维经验贝叶斯主成分分析AI 解读

Abstract When the dimension of data is comparable to or larger than the number of data samples, principal components analysis (PCA) may exhibit problematic high-dimensional noise. In this work, we propose an empirical Bayes PCA method that reduces this noise by estimating a joint prior distribution for the principal components. EB-PCA is based on the classical Kiefer–Wolfowitz non-parametric maximum likelihood estimator for empirical Bayes estimation, distributional results…

旋转不变矩阵的近似消息传递算法AI 解读

Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix ensemble, limiting the extent to which AMP algorithms derived for white noise may be applicable to data matrices that arise in practice. In this work, we study more general AMP algorithms for random matrices W that satisfy orthogonal rotational…

一般谱主体下线性混合模型的主成分AI 解读

We study the principal components of covariance estimators in multivariate mixed-effects linear models. We show that, in high dimensions, the principal eigenvalues and eigenvectors may exhibit bias and aliasing effects that are not present in low-dimensional settings. We derive the first-order limits of the principal eigenvalue locations and eigenvector projections in a high-dimensional asymptotic framework, allowing for general population spectral distributions for the…

利用迭代 α 扩展从线性测量中估计梯度稀疏信号AI 解读

Abstract We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty given by the “ℓ0-norm” of the signal’s discrete graph gradient. The method uses a non-convex variant of proximal gradient descent, applying the alpha-expansion procedure to approximate the proximal mapping in each iteration, and…

高维随机效应模型中方差分量估计量的特征值分布AI 解读

We study the spectra of MANOVA estimators for variance component covariance matrices in multivariate random effects models. When the dimensionality of the observations is large and comparable to the number of realizations of each random effect, we show that the empirical spectra of such estimators are well-approximated by deterministic laws. The Stieltjes transforms of these laws are characterized by systems of fixed-point equations, which are numerically solvable by a…

图上分段常数信号的近似 ℓ₀ 惩罚估计AI 解读

We study recovery of piecewise-constant signals on graphs by the estimator minimizing an $l_{0}$-edge-penalized objective. Although exact minimization of this objective may be computationally intractable, we show that the same statistical risk guarantees are achieved by the $\alpha$-expansion algorithm which computes an approximate minimizer in polynomial time. We establish that for graphs with small average vertex degree, these guarantees are minimax rate-optimal over…