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高维多参考对齐的估计速率

Rates of estimation for high-dimensional multireference alignment

Annals of Statistics · 2024
被引 1
ABS 4*

中文导读

研究了从带噪声和随机旋转的观测中估计周期函数的问题,给出了高维情形下信号估计的极小极大速率,并分析了高低噪声区的不同表现。

Abstract

We study the continuous multireference alignment model of estimating a periodic function on the circle from noisy and circularly-rotated observations. Motivated by analogous high-dimensional problems that arise in cryo-electron microscopy, we establish minimax rates for estimating generic signals that are explicit in the dimension K. In a high-noise regime with noise variance σ2≳K, for signals with Fourier coefficients of roughly uniform magnitude, the rate scales as σ6 and has no further dependence on the dimension. This rate is achieved by a bispectrum inversion procedure, and our analyses provide new stability bounds for bispectrum inversion that may be of independent interest. In a low-noise regime where σ2≲K/logK, the rate scales instead as Kσ2, and we establish this rate by a sharp analysis of the maximum likelihood estimator that marginalizes over latent rotations. A complementary lower bound that interpolates between these two regimes is obtained using Assouad’s hypercube lemma. We extend these analyses also to signals whose Fourier coefficients have a slow power law decay.

统计学计量经济学应用数学高维估计信号处理