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math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Uncertainty Quantification of Spectral Estimator and MLE ...
Ziliang Samuel Zhong, Shuyang Ling · 2024-08-12 · via math.ST updates on arXiv.org

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 constraints, it is often challenging to find the least squares estimator in presence of noise. In the recent years, semidefinite relaxation (SDR) and spectral methods have proven to be powerful tools in recovering the group elements. In particular, under additive Gaussian noise, the SDR exactly produces the maximum likelihood estimator (MLE), and both MLE and spectral methods are able to achieve near-optimal statistical error. In this work, we take one step further to quantify the uncertainty of the MLE and spectral estimators by considering their distributions. By leveraging the orthogonality constraints in the likelihood function, we obtain a second-order expansion of the MLE and spectral estimator with the leading terms as an anti-symmetric Gaussian random matrix that is on the tangent space of the orthogonal matrix. This also implies state-of-the-art min-max risk bounds and a confidence region of each group element as a by-product. Our works provide a general theoretical framework that is potentially useful to find an approximate distribution of the estimators arising from many statistical inference problems with manifold constraints. The numerical experiments confirm our theoretical contribution.