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Multi-Frequency Phase Synchronization Tingran Gao 1 Zhizhen Zhao 2 1 Committee on Computational and Applied Mathematics Department of Statistics University of Chicago 2 Department of Electrical and Computer Engineering Coordinated Science


  1. Multi-Frequency Phase Synchronization Tingran Gao 1 Zhizhen Zhao 2 1 Committee on Computational and Applied Mathematics Department of Statistics University of Chicago 2 Department of Electrical and Computer Engineering Coordinated Science Laboratory University of Illinois at Urbana–Champaign The 36th International Conference on Machine Learning Long Beach, CA, USA June 13, 2019

  2. Phase Synchronization ◮ Problem: Recover rotation angles θ 1 , . . . , θ n ∈ [0 , 2 π ] from noisy measurements of their pairwise offsets θ ij = θ i − θ j + noise for some or all pairs of ( i , j ) ◮ Examples: Class averaging in cryo-EM image analysis, shape registration and community detection

  3. Phase Synchronization � e ιθ 1 , . . . , e ιθ n � ⊤ ∈ C n ◮ Setup : Phase vector z = 1 , noisy pairwise measurements in n -by- n Hermitian matrix � e ι ( θ i − θ j ) = z i ¯ z j with prob. r ∈ [0 , 1] H ij = Uniform ( C 1 ) with prob. 1 − r and H ij = H ji . This is known as a random corruption model. ◮ Goal : recover the true phase vector z (up to a global multiplicative factor) ◮ Existing method : Rank-1 recovery (e.g. convex relaxations) � xx ∗ − H � 2 x ∗ Hx x := arg min ˆ ⇔ x := arg max ˆ F x ∈ C n x ∈ C n 1 1

  4. Multi-Frequency Phase Synchronization ◮ Multi-Frequency Formulation: k max � ( x k ) ∗ H ( k ) x k max x ∈ C n 1 k =1 � � ⊤ ∈ C n where x k := 1 , and H ( k ) is the n -by- n x k 1 , . . . , x k n Hermitian matrix with H ( k ) := H k ij ij ◮ Intuition: Matching higher trigonometric moments ◮ Two-stage Algorithm: (i) Good initialization (ii) Local methods e.g. gradient descent or (generalized) power iteration

  5. Initialization: Inspired by Harmonic Retrieval ◮ Fix k max ≥ 1, build H (2) , . . . , H ( k max ) out of H = H (1) ◮ For each k = 1 , . . . , k max , solve the subproblem u ( k ) := arg max v ∗ H ( k ) v v ∈ C n 1 using any convex relaxation, and set W ( k ) := u ( k ) � u ( k ) � ∗ ◮ For all 1 ≤ i , j ≤ n , find the “peak location” of the spectrogram � � � � k max � � � 1 W ( k ) ˆ � � e − ι k φ θ ij := arg max � � ij 2 � � φ ∈ [0 , 2 π ] k = − k max ◮ Entrywise normalize the top eigenvector ˜ x of Hermitian matrix H ij = e ι ˆ H , defined by � � θ ij , to get ˆ x ∈ C n 1

  6. How well does it work? Evaluate correlation | Corr (ˆ x , z ) | Random Corruption Model, r = λ/ √ n Previous Art: Only ensures Our Method: | Corr (ˆ x , z ) | − → 1 1 | Corr (ˆ x , z ) | > for λ > 1 as k max ≫ 1 , even for λ < 1 ! √ n

  7. Grounded Upon Solid Theory Theorem (Gao & Zhao 2019). With all (mild) assumptions satisfied, with high probability the multi-frequency phase synchronization algorithm produces an estimate ˆ x satisfying C ′ Corr (ˆ x , z ) ≥ 1 − k 2 max provided that     1 � � k max > max  5 ,  . √ � 2 π 1 − 4 C 2 σ log n / n − 2 In particular, Corr (ˆ x , z ) → 1 as k max → ∞ . • Tingran Gao and Zhizhen Zhao, “Multi-Frequency Phase Synchronization.” Proceedings of the 36th International Conference on Machine Learning, PMLR 97:2132–2141, 2019.

  8. Thank You! Poster Today : 06:30–09:00PM � Pacific Ballroom #143 • Tingran Gao and Zhizhen Zhao, “Multi-Frequency Phase Synchronization.” Proceedings of the 36th International Conference on Machine Learning, PMLR 97:2132–2141, 2019. • Tingran Gao, Yifeng Fan, and Zhizhen Zhao. “Representation Theoretic Patterns in Multi-Frequency Class Averaging for Three-Dimensional Cryo-Electron Microscopy,” arxiv:1906.01082 .

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