English

Asymptotic mutual information in quadratic estimation problems over compact groups

Statistics Theory 2025-12-23 v2 Information Theory math.IT Statistics Theory

Abstract

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a high-dimensional compact group, given noisy pairwise observations of a featurization of this signal. We establish a quantitative comparison between the signal-observation mutual information in any such problem with that in a simpler model with linear observations, using interpolation methods. For group synchronization, our result proves a replica formula for the asymptotic mutual information and Bayes-optimal mean-squared-error. Via analyses of this replica formula, we show that the conjectural phase transition threshold for computationally-efficient weak recovery of the signal is determined by a classification of the real-irreducible components of the observed group representation(s), and we fully characterize the information-theoretic limits of estimation in the example of angular/phase synchronization over SO(2)SO(2)/U(1)U(1). For quadratic assignment, we study observations given by a kernel matrix of pairwise similarities and a randomly permutated and noisy counterpart, and we show in a bounded signal-to-noise regime that the asymptotic mutual information coincides with that in a Bayesian spiked model with i.i.d. signal prior.

Keywords

Cite

@article{arxiv.2404.10169,
  title  = {Asymptotic mutual information in quadratic estimation problems over compact groups},
  author = {Kaylee Y. Yang and Timothy L. H. Wee and Zhou Fan},
  journal= {arXiv preprint arXiv:2404.10169},
  year   = {2025}
}
R2 v1 2026-06-28T15:55:12.854Z