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Constrained Ensemble Langevin Monte Carlo
An extension of the angular synchronization problem to the heterogeneous setting
1. | Department of Statistics and Mathematical Institute, University of Oxford, Oxford, UK |
2. | The Alan Turing Institute, London, UK |
3. | Inria, Univ. Lille, CNRS, UMR 8524, Laboratoire Paul Painlevé, F-59000 |
Given an undirected measurement graph $ G = ([n], E) $, the classical angular synchronization problem consists of recovering unknown angles $ \theta_1, \dots, \theta_n $ from a collection of noisy pairwise measurements of the form $ (\theta_i - \theta_j) \mod 2\pi $, for each $ \{i, j\} \in E $. This problem arises in a variety of applications, including computer vision, time synchronization of distributed networks, and ranking from preference relationships. In this paper, we consider a generalization to the setting where there exist $ k $ unknown groups of angles $ \theta_{l, 1}, \dots, \theta_{l, n} $, for $ l = 1, \dots, k $. For each $ {\left\{{{i, j}}\right\}} \in E $, we are given noisy pairwise measurements of the form $ \theta_{\ell, i} - \theta_{\ell, j} $ for an unknown $ \ell \in \{1, 2, \ldots, k\} $. This can be thought of as a natural extension of the angular synchronization problem to the heterogeneous setting of multiple groups of angles, where the measurement graph has an unknown edge-disjoint decomposition $ G = G_1 \cup G_2 \ldots \cup G_k $, where the $ G_i $'s denote the subgraphs of edges corresponding to each group. We propose a probabilistic generative model for this problem, along with a spectral algorithm for which we provide a detailed theoretical analysis in terms of robustness against both sampling sparsity and noise. The theoretical findings are complemented by a comprehensive set of numerical experiments, showcasing the efficacy of our algorithm under various parameter regimes. Finally, we consider an application of bi-synchronization to the graph realization problem, and provide along the way an iterative graph disentangling procedure that uncovers the subgraphs $ G_i $, $ i = 1, \ldots, k $ which is of independent interest, as it is shown to improve the final recovery accuracy across all the experiments considered.
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A. S. Bandeira, N. Boumal and A. Singer,
Tightness of the maximum likelihood semidefinite relaxation for angular synchronization, Math. Program., 163 (2017), 145-167.
doi: 10.1007/s10107-016-1059-6. |
[5] |
A. S. Bandeira, Y. Chen, R. R. Lederman and A. Singer, Non-unique games over compact groups and orientation estimation in cryo-EM, Inverse Problems, 36 (2020), 39pp.
doi: 10.1088/1361-6420/ab7d2c. |
[6] |
A. S. Bandeira, A. Perry and A. S. Wein,
Notes on computational-to-statistical gaps: Predictions using statistical physics, Port. Math., 75 (2018), 159-186.
doi: 10.4171/PM/2014. |
[7] |
A. S. Bandeira and R. van Handel,
Sharp nonasymptotic bounds on the norm of random matrices with independent entries, Ann. Probab., 44 (2016), 2479-2506.
doi: 10.1214/15-AOP1025. |
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Nonconvex phase synchronization, SIAM J. Optim., 26 (2016), 2355-2377.
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Local minima and convergence in low-rank semidefinite programming, Math. Program., 103 (2005), 427-444.
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M. Cucuringu,
Sync-rank: Robust ranking, constrained ranking and rank aggregation via eigenvector and SDP synchronization, IEEE Trans. Network Sci. Eng., 3 (2016), 58-79.
doi: 10.1109/TNSE.2016.2523761. |
[18] |
M. Cucuringu, H. Li, H. Sun and L. Zanetti,
Hermitian matrices for clustering directed graphs: Insights and applications, Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, 108 (2020), 983-992.
|
[19] |
M. Cucuringu, Y. Lipman and A. Singer,
Sensor network localization by eigenvector synchronization over the Euclidean group, ACM Trans. Sen. Netw., 8 (2012), 1-42.
doi: 10.1145/2240092.2240093. |
[20] |
M. Cucuringu, A. Singer and D. Cowburn,
Eigenvector synchronization, graph rigidity and the molecule problem, Inf. Inference, 1 (2012), 21-67.
doi: 10.1093/imaiai/ias002. |
[21] |
M. Cucuringu, A. V. Singh, D. Sulem and H. Tyagi, Regularized spectral methods for clustering signed networks, J. Mach. Learn. Res., 22 (2021), 79pp. |
[22] |
A. d'Aspremont, M. Cucuringu and H. Tyagi, Ranking and synchronization from pairwise measurements via SVD, J. Mach. Learn. Res., 22 (2021), 63pp. |
[23] |
C. Davis and W. M. Kahan,
The rotation of eigenvectors by a perturbation. Ⅲ, SIAM J. Numer. Anal., 7 (1970), 1-46.
doi: 10.1137/0707001. |
[24] |
N. El Karoui and A. d'Aspremont,
Second order accurate distributed eigenvector computation for extremely large matrices, Electron. J. Stat., 4 (2010), 1345-1385.
doi: 10.1214/10-EJS577. |
[25] |
M. Fanuel and J. A. K. Suykens,
Deformed Laplacians and spectral ranking in directed networks, Appl. Comput. Harmon. Anal., 47 (2019), 397-422.
doi: 10.1016/j.acha.2017.09.002. |
[26] |
U. Feige and L. Lovász,
Two-prover one-round proof systems: Their power and their problems (extended abstract), Proceedings of the Twenty-Fourth Annual ACM Symposium on Theory of Computing, (1992), 733-744.
doi: 10.1145/129712.129783. |
[27] |
S. J. Gortler, A. D. Healy and D. P. Thurston,
Characterizing generic global rigidity, Amer. J. Math., 132 (2010), 897-939.
doi: 10.1353/ajm.0.0132. |
[28] |
C. Gotsman and Y. Koren,
Distributed graph layout for sensor networks, J. Graph Algorithms Appl., 9 (2005), 327-346.
doi: 10.7155/jgaa.00112. |
[29] |
X. Guo, X. Li, X. Chang, S. Wang and Z. Zhang, Privacy-preserving distributed SVD via federated power, preprint, 2021, arXiv: 2103.00704. |
[30] |
B. Hendrickson,
The molecule problem: Exploiting structure in global optimization, SIAM J. Optim., 5 (1995), 835-857.
doi: 10.1137/0805040. |
[31] |
J. Kunegis, S. Schmidt, A. Lommatzsch, J. Lerner, E. W. De Luca and S. Albayrak,
Spectral analysis of signed graphs for clustering, prediction and visualization, Proceedings of the 2010 SIAM International Conference on Data Mining (SDM), (2010), 559-570.
doi: 10.1137/1.9781611972801.49. |
[32] |
R.-C. Li,
Relative perturbation theory. Ⅱ. Eigenspace and singular subspace variations, SIAM J. Matrix Anal. Appl., 20 (1999), 471-492.
doi: 10.1137/S0895479896298506. |
[33] |
A. Perry, A. S. Wein, A. S. Bandeira and A. Moitra,
Message-passing algorithms for synchronization problems over compact groups, Comm. Pure Appl. Math., 71 (2018), 2275-2322.
doi: 10.1002/cpa.21750. |
[34] |
A. Perry, A. S. Wein, A. S. Bandeira and A. Moitra, Optimality and sub-optimality of PCA for spiked random matrices and synchronization, preprint, 2016, arXiv: 1609.05573. |
[35] |
Y. Shkolnisky and A. Singer,
Viewing direction estimation in cryo-EM using synchronization, SIAM J. Imaging Sci., 5 (2012), 1088-1110.
doi: 10.1137/120863642. |
[36] |
A. Singer,
Angular synchronization by eigenvectors and semidefinite programming, Appl. Comput. Harmon. Anal., 30 (2011), 20-36.
doi: 10.1016/j.acha.2010.02.001. |
[37] |
A. Singer and H.-T. Wu,
Vector diffusion maps and the connection Laplacian, Comm. Pure Appl. Math., 65 (2012), 1067-1144.
doi: 10.1002/cpa.21395. |
[38] |
A. Singer, Z. Zhao, Y. Shkolnisky and R. Hadani,
Viewing angle classification of cryo-electron microscopy images using eigenvectors, SIAM J. Imaging Sci., 4 (2011), 723-759.
doi: 10.1137/090778390. |
[39] |
E. Sizikova and T. Funkhouser,
Wall painting reconstruction using a genetic algorithm, Proceedings of the 14th Eurographics Workshop on Graphics and Cultural Heritage, (2016), 83-91.
|
[40] |
M. Tubaishat and S. Madria,
Sensor networks: An overview, IEEE Potentials, 22 (2003), 20-23.
doi: 10.1109/MP.2003.1197877. |
[41] |
T. Tzeneva, Global Alignment of Multiple 3-D Scans Using Eigenvector Synchronization, Undergraduate Thesis, Princeton University, 2011. |
[42] |
R. Vershynin, Introduction to the non-asymptotic analysis of random matrices, in Compressed Sensing, Cambridge Univ. Press, Cambridge, 2012, 210–268. |
[43] |
H. Weyl,
Das asymptotische Verteilungsgesetz der Eigenwerte linearer partieller Differentialgleichungen (mit einer Anwendung auf die Theorie der Hohlraumstrahlung), Math. Ann., 71 (1912), 441-479.
doi: 10.1007/BF01456804. |
[44] |
S. Yu,
Angular embedding: A robust quadratic criterion, IEEE Trans. Pattern Anal. Mach. Intell., 34 (2012), 158-173.
doi: 10.1109/TPAMI.2011.107. |
[45] |
S. X. Yu, Angular embedding: From jarring intensity differences to perceived luminance, 2009 IEEE Conference on Computer Vision and Pattern Recognition, Miami, FL, USA, 2009.
doi: 10.1109/CVPR.2009.5206673. |
[46] |
Y. Yu, T. Wang and R. J. Samworth,
A useful variant of the Davis-Kahan theorem for statisticians, Biometrika, 102 (2015), 315-323.
doi: 10.1093/biomet/asv008. |
[47] |
Y. Zhong and N. Boumal,
Near-optimal bounds for phase synchronization, SIAM J. Optim., 28 (2018), 989-1016.
doi: 10.1137/17M1122025. |
show all references
References:
[1] |
A. A. Amini, A. Chen, P. J. Bickel and E. Levina,
Pseudo-likelihood methods for community detection in large sparse networks, Ann. Statist., 41 (2013), 2097-2122.
doi: 10.1214/13-AOS1138. |
[2] |
G. Andersson, L. Engebretsen and J. Håstad,
A new way of using semidefinite programming with applications to linear equations mod $p$, J. Algorithms, 39 (2001), 162-204.
doi: 10.1006/jagm.2000.1154. |
[3] |
M. Arie-Nachimson, S. Z. Kovalsky, I. Kemelmacher-Shlizerman, A. Singer and R. Basri, Global motion estimation from point matches, 2012 Second International Conference on 3D Imaging, Modeling, Processing, Visualization Transmission, Zurich, Switzerland, 2012.
doi: 10.1109/3DIMPVT.2012.46. |
[4] |
A. S. Bandeira, N. Boumal and A. Singer,
Tightness of the maximum likelihood semidefinite relaxation for angular synchronization, Math. Program., 163 (2017), 145-167.
doi: 10.1007/s10107-016-1059-6. |
[5] |
A. S. Bandeira, Y. Chen, R. R. Lederman and A. Singer, Non-unique games over compact groups and orientation estimation in cryo-EM, Inverse Problems, 36 (2020), 39pp.
doi: 10.1088/1361-6420/ab7d2c. |
[6] |
A. S. Bandeira, A. Perry and A. S. Wein,
Notes on computational-to-statistical gaps: Predictions using statistical physics, Port. Math., 75 (2018), 159-186.
doi: 10.4171/PM/2014. |
[7] |
A. S. Bandeira and R. van Handel,
Sharp nonasymptotic bounds on the norm of random matrices with independent entries, Ann. Probab., 44 (2016), 2479-2506.
doi: 10.1214/15-AOP1025. |
[8] |
A.-L. Barabási and R. Albert,
Emergence of scaling in random networks, Science, 286 (1999), 509-512.
doi: 10.1126/science.286.5439.509. |
[9] |
A. I. Barvinok,
Problems of distance geometry and convex properties of quadratic maps, Discrete Comput. Geom., 13 (1995), 189-202.
doi: 10.1007/BF02574037. |
[10] |
P. Biswas, T.-C. Lian, T.-C. Wang and Y. Ye,
Semidefinite programming based algorithms for sensor network localization, ACM Trans. Sen. Netw., 2 (2006), 188-220.
doi: 10.1145/1149283.1149286. |
[11] |
N. Boumal,
Nonconvex phase synchronization, SIAM J. Optim., 26 (2016), 2355-2377.
doi: 10.1137/16M105808X. |
[12] |
S. Burer and R. D. C. Monteiro,
Local minima and convergence in low-rank semidefinite programming, Math. Program., 103 (2005), 427-444.
doi: 10.1007/s10107-004-0564-1. |
[13] |
K. Chaudhuri, F. Chung and A. Tsiatas,
Spectral clustering of graphs with general degrees in the extended planted partition model, Proceedings of Machine Learning Research, 23 (2012), 35.1-35.23.
|
[14] |
R. Connelly,
Generic global rigidity, Discrete Comput. Geom., 33 (2005), 549-563.
doi: 10.1007/s00454-004-1124-4. |
[15] |
R. Connelly, On generic global rigidity, in Applied Geometry and Discrete Mathematics, DIMACS Ser. Discrete Math. Theoret. Comput. Sci., 4, Amer. Math. Soc., Providence, RI, 1991, 147–155.
doi: 10.1090/dimacs/004/11. |
[16] |
T. F. Cox and M. A. A. Cox, Multidimensional Scaling, Monographs on Statistics and Applied Probability, 88, Chapman & Hall/CRC, Boca Raton, FL, 2001. |
[17] |
M. Cucuringu,
Sync-rank: Robust ranking, constrained ranking and rank aggregation via eigenvector and SDP synchronization, IEEE Trans. Network Sci. Eng., 3 (2016), 58-79.
doi: 10.1109/TNSE.2016.2523761. |
[18] |
M. Cucuringu, H. Li, H. Sun and L. Zanetti,
Hermitian matrices for clustering directed graphs: Insights and applications, Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, 108 (2020), 983-992.
|
[19] |
M. Cucuringu, Y. Lipman and A. Singer,
Sensor network localization by eigenvector synchronization over the Euclidean group, ACM Trans. Sen. Netw., 8 (2012), 1-42.
doi: 10.1145/2240092.2240093. |
[20] |
M. Cucuringu, A. Singer and D. Cowburn,
Eigenvector synchronization, graph rigidity and the molecule problem, Inf. Inference, 1 (2012), 21-67.
doi: 10.1093/imaiai/ias002. |
[21] |
M. Cucuringu, A. V. Singh, D. Sulem and H. Tyagi, Regularized spectral methods for clustering signed networks, J. Mach. Learn. Res., 22 (2021), 79pp. |
[22] |
A. d'Aspremont, M. Cucuringu and H. Tyagi, Ranking and synchronization from pairwise measurements via SVD, J. Mach. Learn. Res., 22 (2021), 63pp. |
[23] |
C. Davis and W. M. Kahan,
The rotation of eigenvectors by a perturbation. Ⅲ, SIAM J. Numer. Anal., 7 (1970), 1-46.
doi: 10.1137/0707001. |
[24] |
N. El Karoui and A. d'Aspremont,
Second order accurate distributed eigenvector computation for extremely large matrices, Electron. J. Stat., 4 (2010), 1345-1385.
doi: 10.1214/10-EJS577. |
[25] |
M. Fanuel and J. A. K. Suykens,
Deformed Laplacians and spectral ranking in directed networks, Appl. Comput. Harmon. Anal., 47 (2019), 397-422.
doi: 10.1016/j.acha.2017.09.002. |
[26] |
U. Feige and L. Lovász,
Two-prover one-round proof systems: Their power and their problems (extended abstract), Proceedings of the Twenty-Fourth Annual ACM Symposium on Theory of Computing, (1992), 733-744.
doi: 10.1145/129712.129783. |
[27] |
S. J. Gortler, A. D. Healy and D. P. Thurston,
Characterizing generic global rigidity, Amer. J. Math., 132 (2010), 897-939.
doi: 10.1353/ajm.0.0132. |
[28] |
C. Gotsman and Y. Koren,
Distributed graph layout for sensor networks, J. Graph Algorithms Appl., 9 (2005), 327-346.
doi: 10.7155/jgaa.00112. |
[29] |
X. Guo, X. Li, X. Chang, S. Wang and Z. Zhang, Privacy-preserving distributed SVD via federated power, preprint, 2021, arXiv: 2103.00704. |
[30] |
B. Hendrickson,
The molecule problem: Exploiting structure in global optimization, SIAM J. Optim., 5 (1995), 835-857.
doi: 10.1137/0805040. |
[31] |
J. Kunegis, S. Schmidt, A. Lommatzsch, J. Lerner, E. W. De Luca and S. Albayrak,
Spectral analysis of signed graphs for clustering, prediction and visualization, Proceedings of the 2010 SIAM International Conference on Data Mining (SDM), (2010), 559-570.
doi: 10.1137/1.9781611972801.49. |
[32] |
R.-C. Li,
Relative perturbation theory. Ⅱ. Eigenspace and singular subspace variations, SIAM J. Matrix Anal. Appl., 20 (1999), 471-492.
doi: 10.1137/S0895479896298506. |
[33] |
A. Perry, A. S. Wein, A. S. Bandeira and A. Moitra,
Message-passing algorithms for synchronization problems over compact groups, Comm. Pure Appl. Math., 71 (2018), 2275-2322.
doi: 10.1002/cpa.21750. |
[34] |
A. Perry, A. S. Wein, A. S. Bandeira and A. Moitra, Optimality and sub-optimality of PCA for spiked random matrices and synchronization, preprint, 2016, arXiv: 1609.05573. |
[35] |
Y. Shkolnisky and A. Singer,
Viewing direction estimation in cryo-EM using synchronization, SIAM J. Imaging Sci., 5 (2012), 1088-1110.
doi: 10.1137/120863642. |
[36] |
A. Singer,
Angular synchronization by eigenvectors and semidefinite programming, Appl. Comput. Harmon. Anal., 30 (2011), 20-36.
doi: 10.1016/j.acha.2010.02.001. |
[37] |
A. Singer and H.-T. Wu,
Vector diffusion maps and the connection Laplacian, Comm. Pure Appl. Math., 65 (2012), 1067-1144.
doi: 10.1002/cpa.21395. |
[38] |
A. Singer, Z. Zhao, Y. Shkolnisky and R. Hadani,
Viewing angle classification of cryo-electron microscopy images using eigenvectors, SIAM J. Imaging Sci., 4 (2011), 723-759.
doi: 10.1137/090778390. |
[39] |
E. Sizikova and T. Funkhouser,
Wall painting reconstruction using a genetic algorithm, Proceedings of the 14th Eurographics Workshop on Graphics and Cultural Heritage, (2016), 83-91.
|
[40] |
M. Tubaishat and S. Madria,
Sensor networks: An overview, IEEE Potentials, 22 (2003), 20-23.
doi: 10.1109/MP.2003.1197877. |
[41] |
T. Tzeneva, Global Alignment of Multiple 3-D Scans Using Eigenvector Synchronization, Undergraduate Thesis, Princeton University, 2011. |
[42] |
R. Vershynin, Introduction to the non-asymptotic analysis of random matrices, in Compressed Sensing, Cambridge Univ. Press, Cambridge, 2012, 210–268. |
[43] |
H. Weyl,
Das asymptotische Verteilungsgesetz der Eigenwerte linearer partieller Differentialgleichungen (mit einer Anwendung auf die Theorie der Hohlraumstrahlung), Math. Ann., 71 (1912), 441-479.
doi: 10.1007/BF01456804. |
[44] |
S. Yu,
Angular embedding: A robust quadratic criterion, IEEE Trans. Pattern Anal. Mach. Intell., 34 (2012), 158-173.
doi: 10.1109/TPAMI.2011.107. |
[45] |
S. X. Yu, Angular embedding: From jarring intensity differences to perceived luminance, 2009 IEEE Conference on Computer Vision and Pattern Recognition, Miami, FL, USA, 2009.
doi: 10.1109/CVPR.2009.5206673. |
[46] |
Y. Yu, T. Wang and R. J. Samworth,
A useful variant of the Davis-Kahan theorem for statisticians, Biometrika, 102 (2015), 315-323.
doi: 10.1093/biomet/asv008. |
[47] |
Y. Zhong and N. Boumal,
Near-optimal bounds for phase synchronization, SIAM J. Optim., 28 (2018), 989-1016.
doi: 10.1137/17M1122025. |


















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