Near-optimal bounds for phase synchronization
Abstract
The problem of phase synchronization is to estimate the phases (angles) of a complex unit-modulus vector from their noisy pairwise relative measurements , where is a complex-valued Gaussian random matrix. The maximum likelihood estimator (MLE) is a solution to a unit-modulus constrained quadratic programming problem, which is nonconvex. Existing works have proposed polynomial-time algorithms such as a semidefinite relaxation (SDP) approach or the generalized power method (GPM) to solve it. Numerical experiments suggest both of these methods succeed with high probability for up to , yet, existing analyses only confirm this observation for up to . In this paper, we bridge the gap, by proving SDP is tight for , and GPM converges to the global optimum under the same regime. Moreover, we establish a linear convergence rate for GPM, and derive a tighter bound for the MLE. A novel technique we develop in this paper is to track (theoretically) closely related sequences of iterates, in addition to the sequence of iterates GPM actually produces. As a by-product, we obtain an perturbation bound for leading eigenvectors. Our result also confirms intuitions that use techniques from statistical mechanics.
Cite
@article{arxiv.1703.06605,
title = {Near-optimal bounds for phase synchronization},
author = {Yiqiao Zhong and Nicolas Boumal},
journal= {arXiv preprint arXiv:1703.06605},
year = {2018}
}
Comments
34 pages, 1 figure