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Optimal Orthogonal Group Synchronization and Rotation Group Synchronization (2109.13491v2)
Published 28 Sep 2021 in math.ST, math.OC, stat.ML, and stat.TH
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 $(1+o(1))\frac{\sigma2 d(d-1)}{2np}$ 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.