Results 1  10
of
22
A Cheeger inequality for the graph connection Laplacian
, 2012
"... The O(d) Synchronization problem consists of estimating a set of n unknown orthogonal d × d matrices O1,..., On from noisy measurements of a subset of the pairwise ratios OiO −1 j. We formulate and prove a Cheegertype inequality that relates a measure of how well it is possible to solve the O(d) sy ..."
Abstract

Cited by 24 (14 self)
 Add to MetaCart
The O(d) Synchronization problem consists of estimating a set of n unknown orthogonal d × d matrices O1,..., On from noisy measurements of a subset of the pairwise ratios OiO −1 j. We formulate and prove a Cheegertype inequality that relates a measure of how well it is possible to solve the O(d) synchronization problem with the spectra of an operator, the graph Connection Laplacian. We also show how this inequality provides a worst case performance guarantee for a spectral method to solve this problem.
Reconstruction of signals from magnitudes of redundant representations
"... Abstract. This paper is concerned with the question of reconstructing a vector in a finitedimensional real or complex Hilbert space when only the magnitudes of the coefficients of the vector under a redundant linear map are known. We present new invertibility results as well an iterative algorithm ..."
Abstract

Cited by 12 (6 self)
 Add to MetaCart
(Show Context)
Abstract. This paper is concerned with the question of reconstructing a vector in a finitedimensional real or complex Hilbert space when only the magnitudes of the coefficients of the vector under a redundant linear map are known. We present new invertibility results as well an iterative algorithm that finds the leastsquare solution and is robust in the presence of noise. We analyze its numerical performance by comparing it to two versions of the CramerRao lower bound. 1.
Decoding binary node labels from censored edge measurements: Phase transition and efficient recovery
, 2014
"... We consider the problem of clustering a graphG into two communities by observing a subset of the vertex correlations. Specifically, we consider the inverse problem with observed variables Y = BGx⊕Z, where BG is the incidence matrix of a graph G, x is the vector of unknown vertex variables (with a ..."
Abstract

Cited by 12 (6 self)
 Add to MetaCart
We consider the problem of clustering a graphG into two communities by observing a subset of the vertex correlations. Specifically, we consider the inverse problem with observed variables Y = BGx⊕Z, where BG is the incidence matrix of a graph G, x is the vector of unknown vertex variables (with a uniform prior) and Z is a noise vector with Bernoulli(ε) i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery (up to global flip) of x is possible if and only the graph G is connected, with a sharp threshold at the edge probability log(n)/n for ErdősRényi random graphs. The first goal of this paper is to determine how the edge probability p needs to scale to allow exact recovery in the presence of noise. Defining the degree (oversampling) rate of the graph by α = np / log(n), it is shown that exact recovery is possible if and only if α> 2/(1 − 2ε)2 + o(1/(1 − 2ε)2). In other words, 2/(1 − 2ε)2 is the information theoretic threshold for exact recovery at lowSNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. For a deterministic graph G, defining the degree rate as α = d / log(n), where d is the minimum degree of the graph, it is shown that the proposed method achieves the rate α> 4((1 + λ)/(1 − λ)2)/(1 − 2ε)2 + o(1/(1 − 2ε)2), where 1 − λ is the spectral gap of the graph G. A preliminary version of this paper appeared in ISIT 2014 [ABBS14].
Linear inverse problems on ErdősRényi graphs: Informationtheoretic limits and efficient recovery
"... Abstract—This paper considers the inverse problem with observed variables Y = BGX ⊕Z, where BG is the incidence matrix of a graph G, X is the vector of unknown vertex variables with a uniform prior, and Z is a noise vector with Bernoulli(ε) i.i.d. entries. All variables and operations are Boolean. T ..."
Abstract

Cited by 7 (5 self)
 Add to MetaCart
(Show Context)
Abstract—This paper considers the inverse problem with observed variables Y = BGX ⊕Z, where BG is the incidence matrix of a graph G, X is the vector of unknown vertex variables with a uniform prior, and Z is a noise vector with Bernoulli(ε) i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery of X is possible if and only the graph G is connected, with a sharp threshold at the edge probability log(n)/n for ErdősRényi random graphs. The first goal of this paper is to determine how the edge probability p needs to scale to allow exact recovery in the presence of noise. Defining the degree (oversampling) rate of the graph by α = np / log(n), it is shown that exact recovery is possible if and only if α> 2/(1−2ε)2+o(1/(1−2ε)2). In other words, 2/(1−2ε)2 is the information theoretic threshold for exact recovery at lowSNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. Full version available in [1]. I.
Alternating Projection, Ptychographic Imaging and Phase Synchronization. ArXiv eprints
, 2014
"... Abstract. We demonstrate necessary and sufficient conditions of the global convergence of the alternating projection algorithm to a unique solution up to a global phase factor. Additionally, for the ptychographic imaging problem, we discuss phase synchronization and connection graph Laplacian, and ..."
Abstract

Cited by 5 (1 self)
 Add to MetaCart
(Show Context)
Abstract. We demonstrate necessary and sufficient conditions of the global convergence of the alternating projection algorithm to a unique solution up to a global phase factor. Additionally, for the ptychographic imaging problem, we discuss phase synchronization and connection graph Laplacian, and show how to construct an accurate initial guess to accelerate convergence speed to handle the big imaging data in the coming new light source era. 1.
Tightness of the maximum likelihood semidefinite relaxation for angular synchronization. Available online at arXiv:1411.3272 [math.OC
, 2014
"... Abstract Many maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. Semidefinite relaxations are among the most popular. Sometimes, the relaxations turn out ..."
Abstract

Cited by 3 (2 self)
 Add to MetaCart
Abstract Many maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. Semidefinite relaxations are among the most popular. Sometimes, the relaxations turn out to be tight. In this paper, we study such a phenomenon. The angular synchronization problem consists in estimating a collection of n phases, given noisy measurements of some of the pairwise relative phases. The MLE for the angular synchronization problem is the solution of a (hard) nonbipartite Grothendieck problem over the complex numbers. It is known that its semidefinite relaxation enjoys worstcase approximation guarantees. In this paper, we consider a stochastic model on the input of that semidefinite relaxation. We assume there is a planted signal (corresponding to a ground truth set of phases) and the measurements are corrupted with random noise. Even though the MLE does not coincide with the planted signal, we show that the relaxation is, with high probability, tight. This holds even for high levels of noise. This analysis explains, for the interesting case of angular synchronization, a phenomenon which has been observed without explanation in many other settings. Namely, the fact that even when exact recovery of the ground truth is impossible, semidefinite relaxations for the MLE tend to be tight (in favorable noise regimes).
Solving Random Quadratic Systems of Equations is nearly as easy as . . .
, 2015
"... We consider the fundamental problem of solving quadratic systems of equations in n variables, where yi = 〈ai,x〉2, i = 1,...,m and x ∈ Rn is unknown. We propose a novel method, which starting with an initial guess computed by means of a spectral method, proceeds by minimizing a nonconvex functional ..."
Abstract

Cited by 2 (1 self)
 Add to MetaCart
We consider the fundamental problem of solving quadratic systems of equations in n variables, where yi = 〈ai,x〉2, i = 1,...,m and x ∈ Rn is unknown. We propose a novel method, which starting with an initial guess computed by means of a spectral method, proceeds by minimizing a nonconvex functional as in the Wirtinger flow approach [11]. There are several key distinguishing features, most notably, a distinct objective functional and novel update rules, which operate in an adaptive fashion and drop terms bearing too much influence on the search direction. These careful selection rules provide a tighter initial guess, better descent directions, and thus enhanced practical performance. On the theoretical side, we prove that for certain unstructured models of quadratic systems, our algorithms return the correct solution in linear time, i.e. in time proportional to reading the data {ai} and {yi} as soon as the ratio m/n between the number of equations and unknowns exceeds a fixed numerical constant. We extend the theory to deal with noisy systems in which we only have yi ≈ 〈ai,x〉2 and prove that our algorithms achieve a statistical accuracy, which is nearly unimprovable. We complement our theoretical study with numerical examples showing that solving random quadratic systems is both computationally and statistically not much harder than solving linear systems of the same size—hence the title of this paper. For instance, we
Connection graph Laplacian methods can be made robust to noise
, 2014
"... Recently, several data analytic techniques based on connection graph laplacian (CGL) ideas have appeared in the literature. At this point, the properties of these methods are starting to be understood in the setting where the data is observed without noise. We study the impact of additive noise on t ..."
Abstract

Cited by 1 (1 self)
 Add to MetaCart
(Show Context)
Recently, several data analytic techniques based on connection graph laplacian (CGL) ideas have appeared in the literature. At this point, the properties of these methods are starting to be understood in the setting where the data is observed without noise. We study the impact of additive noise on these methods, and show that they are remarkably robust. As a byproduct of our analysis, we propose modifications of the standard algorithms that increase their robustness to noise. We illustrate our results in numerical simulations.