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Matrix Reordering for Noisy Disordered Matrices: Optimality and Computationally Efficient Algorithms (2201.06438v2)

Published 17 Jan 2022 in math.ST, stat.ME, stat.ML, and stat.TH

Abstract: Motivated by applications in single-cell biology and metagenomics, we investigate the problem of matrix reordering based on a noisy disordered monotone Toeplitz matrix model. We establish the fundamental statistical limit for this problem in a decision-theoretic framework and demonstrate that a constrained least squares estimator achieves the optimal rate. However, due to its computational complexity, we analyze a popular polynomial-time algorithm, spectral seriation, and show that it is suboptimal. To address this, we propose a novel polynomial-time adaptive sorting algorithm with guaranteed performance improvement. Simulations and analyses of two real single-cell RNA sequencing datasets demonstrate the superiority of our algorithm over existing methods.

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