Exact Minimax Estimation for Phase Synchronization
Talkat Algorithmic Advances for Statistical Inference with Combinatorial Structure · 2021-10-11..10-15·
summary
Proves the minimax risk equals sigma^2/(n p), derives a matching lower bound and shows MLE, generalized power method (GPM) with eigenvector initialization, and SDP (with eigenvector post‑processing) all attain that rate and the claimed leading constant 102 under the consistency regime sigma^2 = o(n p); analysis uses an iterative map F, Burer–Monteiro factorization and fixed‑point arguments to link algorithms to the MLE, and requires p = Ω((log n)/n) for graph connectivity.
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chapters (11)
- 0:00Introduction
- 1:31Phase synchronization problem
- 3:24Existing literature and algorithms
- 7:27General framework and results
- 12:12Structured linear model framework
- 16:41Iterative algorithm analysis
- 21:25Application to Gaussian mixtures
- 26:24Analysis of phase synchronization
- 28:55SDP and lower bounds
- 34:48Comparison with Z2 synchronization
- 40:53Generalization and Q&A
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