Optimal Orthogonal Group Synchronization and Rotation Group
Synchronization
- URL: http://arxiv.org/abs/2109.13491v1
- Date: Tue, 28 Sep 2021 05:10:20 GMT
- Title: Optimal Orthogonal Group Synchronization and Rotation Group
Synchronization
- Abstract summary: We analyze an iterative polar decomposition algorithm for the estimation of $Z*$.
A matching minimax lower bound is established which leads to the optimality of the proposed algorithm.
- Score: 19.909352968029584
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study the statistical estimation problem of orthogonal group
synchronization and rotation group synchronization. The model is $Y_{ij} =
Z_i^* Z_j^{*T} + \sigma W_{ij}\in\mathbb{R}^{d\times d}$ where $W_{ij}$ is a
Gaussian random matrix and $Z_i^*$ is either an orthogonal matrix or a rotation
matrix, and each $Y_{ij}$ is observed independently with probability $p$. We
analyze an iterative polar decomposition algorithm for the estimation of $Z^*$
and show it has an error of $(1+o(1))\frac{\sigma^2 d(d-1)}{2np}$ when
initialized by spectral methods. A matching minimax lower bound is further
established which leads to the optimality of the proposed algorithm as it
achieves the exact minimax risk.
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