Exact Minimax Estimation for Phase Synchronization

DOI10.1109/TIT.2021.3112712MaRDI QIDQ5030255zbMATH OpenOpenAlexFDO

Authors Chao Gao, Anderson Y. Zhang

Publication date 17 February 2022

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.04345

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We study the phase synchronization problem with measurements $Y=z^{\ast }{z}^{\ast H}+sigmaWinmathbb{C}^{nimesn}$, where $z^{\ast }$ is an $n$-dimensional complex unit-modulus vector and $W$ is a complex-valued Gaussian random matrix. It is assumed that each entry $Y_{jk}$ is observed with probability $p$. We prove that the minimax lower bound of estimating $z^{\ast }$ under the squared $el{l}_2$ loss is $(1-o(1))fracsigm{a}^{2}2p$. We also show that both generalized power method and maximum likelihood estimator achieve the error bound $(1+o(1))fracsigm{a}^{2}2p$. Thus, $fracsigm{a}^{2}2p$ is the exact asymptotic minimax error of the problem. Our upper bound analysis involves a precise characterization of the statistical property of the power iteration. The lower bound is derived through an application of van Trees' inequality.

Cited in

(7)

• Lower bounds for invariant statistical models with applications to principal component analysis
• Cramer-Rao bounds for synchronization of rotations
• Localization in 1D non-parametric latent space models from pairwise affinities
• Benign landscapes of low-dimensional relaxations for orthogonal synchronization on general graphs
• Exact minimax optimality of spectral methods in phase synchronization and orthogonal group synchronization
• Tightness of SDP and Burer-Monteiro factorization for phase synchronization in a high-noise regime
• Asymptotic mutual information in quadratic estimation problems over compact groups

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