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The problem of phase synchronization is to estimate the phases (angles) of a complex unit-modulus vector $z$ from their noisy pairwise relative measurements $C = zz^* + \sigma W$, where $W$ is a complex-valued Gaussian random matrix. The…

最优化与控制 · 数学 2018-04-10 Yiqiao Zhong , Nicolas Boumal

We study the phase synchronization problem with noisy measurements $Y=z^*z^{*H}+\sigma W\in\mathbb{C}^{n\times n}$, where $z^*$ is an $n$-dimensional complex unit-modulus vector and $W$ is a complex-valued Gaussian random matrix. It is…

统计理论 · 数学 2022-03-21 Chao Gao , Anderson Y. Zhang

We have observed an interesting, yet unexplained, phenomenon: Semidefinite programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend to be tight in recovery problems with noisy data, even when MLE cannot exactly…

最优化与控制 · 数学 2014-04-11 Afonso S. Bandeira , Yuehaw Khoo , Amit Singer

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

最优化与控制 · 数学 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

Many fundamental low-rank optimization problems, such as matrix completion, phase synchronization/retrieval, power system state estimation, and robust PCA, can be formulated as the matrix sensing problem. Two main approaches for solving…

最优化与控制 · 数学 2022-08-17 Baturalp Yalcin , Ziye Ma , Javad Lavaei , Somayeh Sojoudi

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…

数据结构与算法 · 计算机科学 2013-08-27 Afonso S. Bandeira , Moses Charikar , Amit Singer , Andy Zhu

We study the statistical performance of semidefinite programming (SDP) relaxations for clustering under random graph models. Under the $\mathbb{Z}_{2}$ Synchronization model, Censored Block Model and Stochastic Block Model, we show that SDP…

统计理论 · 数学 2019-04-23 Yingjie Fei , Yudong Chen

Semidefinite programming (SDP) with diagonal constraints arise in many optimization problems, such as Max-Cut, community detection and group synchronization. Although SDPs can be solved to arbitrary precision in polynomial time, generic…

最优化与控制 · 数学 2019-11-27 Murat A. Erdogdu , Asuman Ozdaglar , Pablo A. Parrilo , Nuri Denizcan Vanli

We study graph clustering in the Stochastic Block Model (SBM) in the presence of both large clusters and small, unrecoverable clusters. Previous convex relaxation approaches achieving exact recovery do not allow any small clusters of size…

机器学习 · 计算机科学 2025-02-25 Matthew Zurek , Yudong Chen

The stochastic block model (SBM) is a popular tool for community detection in networks, but fitting it by maximum likelihood (MLE) involves a computationally infeasible optimization problem. We propose a new semidefinite programming (SDP)…

机器学习 · 计算机科学 2016-03-17 Arash A. Amini , Elizaveta Levina

Maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. In some cases, the relaxation is tight: it…

最优化与控制 · 数学 2016-08-15 Afonso S. Bandeira , Nicolas Boumal , Amit Singer

Orthogonal group synchronization aims to recover orthogonal group elements from their noisy pairwise measurements. It has found numerous applications including computer vision, imaging science, and community detection. Due to the orthogonal…

统计理论 · 数学 2025-02-21 Ziliang Samuel Zhong , Shuyang Ling

Resolving a conjecture of Abbe, Bandeira and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community…

机器学习 · 统计学 2016-06-16 Bruce Hajek , Yihong Wu , Jiaming Xu

Existing quantum state tomography methods are limited in scalability due to their high computation and memory demands, making them impractical for recovery of large quantum states. In this work, we address these limitations by reformulating…

量子物理 · 物理学 2025-10-21 Kuchibhotla Aditi , Stephen Becker

We propose a manifold optimization approach to solve linear semidefinite programs (SDP) with low-rank solutions, with an emphasis on SDP relaxations for polynomial optimization problems. This approach incorporates the inexact augmented…

最优化与控制 · 数学 2025-04-30 Jie Wang , Liangbing Hu

The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…

概率论 · 数学 2019-04-25 Igor Cialenco , Francisco Delgado-Vences , Hyun-Jung Kim

In Multi-Input Multi-Output (MIMO) systems, Maximum-Likelihood (ML) decoding is equivalent to finding the closest lattice point in an N-dimensional complex space. In general, this problem is known to be NP hard. In this paper, we propose a…

信息论 · 计算机科学 2007-07-13 Amin Mobasher , Mahmoud Taherzadeh , Renata Sotirov , Amir K. Khandani

Group synchronization aims to recover the group elements from their noisy pairwise measurements. It has found many applications in community detection, clock synchronization, and joint alignment problem. This paper focuses on the orthogonal…

最优化与控制 · 数学 2020-06-02 Shuyang Ling

We consider MaxCut-type semidefinite programs (SDP) which admit a low rank solution. To numerically leverage the low rank hypothesis, a standard algorithmic approach is the Burer-Monteiro factorization, which allows to significantly reduce…

最优化与控制 · 数学 2025-03-27 Faniriana Rakoto Endor , Irène Waldspurger

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

统计理论 · 数学 2025-11-07 Marie Du Roy de Chaumaray , Michael Levine , Matthieu Marbac
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