arXiv subjects

Amit Singer

Publications and source records attributed to Amit Singer.

At least 91 records · Page 5Linked to original sources

arXiv2016

Marchenko-Pastur Law for Tyler's M-estimator

This paper studies the limiting behavior of Tyler's M-estimator for the scatter matrix, in the regime that the number of samples $n$ and their dimension $p$ both go to infinity, and $p/n$ converges to a constant $y$ with $0<y<1$. We prove that when the data samples $x_1, \ldots, x_n$ are identically and independently generated from the Gaussian distribution $\mathcal{N}(0, I)$, the operator norm of the difference between a properly scaled Tyler's M-estimator and $\sum_{i=1}^n x_i x_i^\top/n$ tends to zero. As a result, the spectral distribution of Tyler's M-estimator converges weakly to the Marčenko-Pastur distribution.

math.ST↗

arXiv2015

Fast Steerable Principal Component Analysis

Cryo-electron microscopy nowadays often requires the analysis of hundreds of thousands of 2D images as large as a few hundred pixels in each direction. Here we introduce an algorithm that efficiently and accurately performs principal component analysis (PCA) for a large set of two-dimensional images, and, for each image, the set of its uniform rotations in the plane and their reflections. For a dataset consisting of $n$ images of size $L \times L$ pixels, the computational complexity of our algorithm is $O(nL^3 + L^4)$, while existing algorithms take $O(nL^4)$. The new algorithm computes the expansion coefficients of the images in a Fourier-Bessel basis efficiently using the non-uniform fast Fourier transform. We compare the accuracy and efficiency of the new algorithm with traditional PCA and existing algorithms for steerable PCA.

cs.CV↗

arXiv2015

Approximating the Little Grothendieck Problem over the Orthogonal and Unitary Groups

The little Grothendieck problem consists of maximizing $\sum_{ij}C_{ij}x_ix_j$ over binary variables $x_i\in\{\pm1\}$, where C is a positive semidefinite matrix. In this paper we focus on a natural generalization of this problem, the little Grothendieck problem over the orthogonal group. Given C a dn x dn positive semidefinite matrix, the objective is to maximize $\sum_{ij}Tr (C_{ij}^TO_iO_j^T)$ restricting $O_i$ to take values in the group of orthogonal matrices, where $C_{ij}$ denotes the (ij)-th d x d block of C. We propose an approximation algorithm, which we refer to as Orthogonal-Cut, to solve this problem and show a constant approximation ratio. Our method is based on semidefinite programming. For a given $d\geq 1$, we show a constant approximation ratio of $α_{R}(d)^2$, where $α_{R}(d)$ is the expected average singular value of a d x d matrix with random Gaussian $N(0,1/d)$ i.i.d. entries. For d=1 we recover the known $α_{R}(1)^2=2/π$ approximation guarantee for the classical little Grothendieck problem. Our algorithm and analysis naturally extends to the complex valued case also providing a constant approximation ratio for the analogous problem over the Unitary Group. Orthogonal-Cut also serves as an approximation algorithm for several applications, including the Procrustes problem where it improves over the best previously known approximation ratio of~$\frac1{2\sqrt{2}}$. The little Grothendieck problem falls under the class of problems approximated by a recent algorithm proposed in the context of the non-commutative Grothendieck inequality. Nonetheless, our approach is simpler and it provides a more efficient algorithm with better approximation ratios and matching integrality gaps. Finally, we also provide an improved approximation algorithm for the more general little Grothendieck problem over the orthogonal (or unitary) group with rank constraints.

cs.DS↗

arXiv2015

Robust Camera Location Estimation by Convex Programming

$3$D structure recovery from a collection of $2$D images requires the estimation of the camera locations and orientations, i.e. the camera motion. For large, irregular collections of images, existing methods for the location estimation part, which can be formulated as the inverse problem of estimating $n$ locations $\mathbf{t}_1, \mathbf{t}_2, \ldots, \mathbf{t}_n$ in $\mathbb{R}^3$ from noisy measurements of a subset of the pairwise directions $\frac{\mathbf{t}_i - \mathbf{t}_j}{\|\mathbf{t}_i - \mathbf{t}_j\|}$, are sensitive to outliers in direction measurements. In this paper, we firstly provide a complete characterization of well-posed instances of the location estimation problem, by presenting its relation to the existing theory of parallel rigidity. For robust estimation of camera locations, we introduce a two-step approach, comprised of a pairwise direction estimation method robust to outliers in point correspondences between image pairs, and a convex program to maintain robustness to outlier directions. In the presence of partially corrupted measurements, we empirically demonstrate that our convex formulation can even recover the locations exactly. Lastly, we demonstrate the utility of our formulations through experiments on Internet photo collections.

cs.CV↗

arXiv2015

Spectral Convergence of the connection Laplacian from random samples

Spectral methods that are based on eigenvectors and eigenvalues of discrete graph Laplacians, such as Diffusion Maps and Laplacian Eigenmaps are often used for manifold learning and non-linear dimensionality reduction. It was previously shown by Belkin and Niyogi \cite{belkin_niyogi:2007} that the eigenvectors and eigenvalues of the graph Laplacian converge to the eigenfunctions and eigenvalues of the Laplace-Beltrami operator of the manifold in the limit of infinitely many data points sampled independently from the uniform distribution over the manifold. Recently, we introduced Vector Diffusion Maps and showed that the connection Laplacian of the tangent bundle of the manifold can be approximated from random samples. In this paper, we present a unified framework for approximating other connection Laplacians over the manifold by considering its principle bundle structure. We prove that the eigenvectors and eigenvalues of these Laplacians converge in the limit of infinitely many independent random samples. We generalize the spectral convergence results to the case where the data points are sampled from a non-uniform distribution, and for manifolds with and without boundary.

math.NA↗

arXiv2015

Non-unique games over compact groups and orientation estimation in cryo-EM

Let $\mathcal{G}$ be a compact group and let $f_{ij} \in L^2(\mathcal{G})$. We define the Non-Unique Games (NUG) problem as finding $g_1,\dots,g_n \in \mathcal{G}$ to minimize $\sum_{i,j=1}^n f_{ij} \left( g_i g_j^{-1}\right)$. We devise a relaxation of the NUG problem to a semidefinite program (SDP) by taking the Fourier transform of $f_{ij}$ over $\mathcal{G}$, which can then be solved efficiently. The NUG framework can be seen as a generalization of the little Grothendieck problem over the orthogonal group and the Unique Games problem and includes many practically relevant problems, such as the maximum likelihood estimator} to registering bandlimited functions over the unit sphere in $d$-dimensions and orientation estimation in cryo-Electron Microscopy.

cs.CV↗

arXiv2015

Covariance estimation using conjugate gradient for 3D classification in Cryo-EM

Classifying structural variability in noisy projections of biological macromolecules is a central problem in Cryo-EM. In this work, we build on a previous method for estimating the covariance matrix of the three-dimensional structure present in the molecules being imaged. Our proposed method allows for incorporation of contrast transfer function and non-uniform distribution of viewing angles, making it more suitable for real-world data. We evaluate its performance on a synthetic dataset and an experimental dataset obtained by imaging a 70S ribosome complex.

cs.CV↗

arXiv2015

Orthogonal Matrix Retrieval in Cryo-Electron Microscopy

In single particle reconstruction (SPR) from cryo-electron microscopy (cryo-EM), the 3D structure of a molecule needs to be determined from its 2D projection images taken at unknown viewing directions. Zvi Kam showed already in 1980 that the autocorrelation function of the 3D molecule over the rotation group SO(3) can be estimated from 2D projection images whose viewing directions are uniformly distributed over the sphere. The autocorrelation function determines the expansion coefficients of the 3D molecule in spherical harmonics up to an orthogonal matrix of size $(2l+1)\times (2l+1)$ for each $l=0,1,2,...$. In this paper we show how techniques for solving the phase retrieval problem in X-ray crystallography can be modified for the cryo-EM setup for retrieving the missing orthogonal matrices. Specifically, we present two new approaches that we term Orthogonal Extension and Orthogonal Replacement, in which the main algorithmic components are the singular value decomposition and semidefinite programming. We demonstrate the utility of these approaches through numerical experiments on simulated data.

cs.CV↗

arXiv2015

Large-Scale Sensor Network Localization via Rigid Subnetwork Registration

In this paper, we describe an algorithm for sensor network localization (SNL) that proceeds by dividing the whole network into smaller subnetworks, then localizes them in parallel using some fast and accurate algorithm, and finally registers the localized subnetworks in a global coordinate system. We demonstrate that this divide-and-conquer algorithm can be used to leverage existing high-precision SNL algorithms to large-scale networks, which could otherwise only be applied to small-to-medium sized networks. The main contribution of this paper concerns the final registration phase. In particular, we consider a least-squares formulation of the registration problem (both with and without anchor constraints) and demonstrate how this otherwise non-convex problem can be relaxed into a tractable convex program. We provide some preliminary simulation results for large-scale SNL demonstrating that the proposed registration algorithm (together with an accurate localization scheme) offers a good tradeoff between run time and accuracy.

cs.NI↗

arXiv2015

Stable Camera Motion Estimation Using Convex Programming

We study the inverse problem of estimating n locations $t_1, ..., t_n$ (up to global scale, translation and negation) in $R^d$ from noisy measurements of a subset of the (unsigned) pairwise lines that connect them, that is, from noisy measurements of $\pm (t_i - t_j)/\|t_i - t_j\|$ for some pairs (i,j) (where the signs are unknown). This problem is at the core of the structure from motion (SfM) problem in computer vision, where the $t_i$'s represent camera locations in $R^3$. The noiseless version of the problem, with exact line measurements, has been considered previously under the general title of parallel rigidity theory, mainly in order to characterize the conditions for unique realization of locations. For noisy pairwise line measurements, current methods tend to produce spurious solutions that are clustered around a few locations. This sensitivity of the location estimates is a well-known problem in SfM, especially for large, irregular collections of images. In this paper we introduce a semidefinite programming (SDP) formulation, specially tailored to overcome the clustering phenomenon. We further identify the implications of parallel rigidity theory for the location estimation problem to be well-posed, and prove exact (in the noiseless case) and stable location recovery results. We also formulate an alternating direction method to solve the resulting semidefinite program, and provide a distributed version of our formulation for large numbers of locations. Specifically for the camera location estimation problem, we formulate a pairwise line estimation method based on robust camera orientation and subspace estimation. Lastly, we demonstrate the utility of our algorithm through experiments on real images.

cs.CV↗

arXiv2014

Global registration of multiple point clouds using semidefinite programming

Consider $N$ points in $\mathbb{R}^d$ and $M$ local coordinate systems that are related through unknown rigid transforms. For each point we are given (possibly noisy) measurements of its local coordinates in some of the coordinate systems. Alternatively, for each coordinate system, we observe the coordinates of a subset of the points. The problem of estimating the global coordinates of the $N$ points (up to a rigid transform) from such measurements comes up in distributed approaches to molecular conformation and sensor network localization, and also in computer vision and graphics. The least-squares formulation of this problem, though non-convex, has a well known closed-form solution when $M=2$ (based on the singular value decomposition). However, no closed form solution is known for $M\geq 3$. In this paper, we demonstrate how the least-squares formulation can be relaxed into a convex program, namely a semidefinite program (SDP). By setting up connections between the uniqueness of this SDP and results from rigidity theory, we prove conditions for exact and stable recovery for the SDP relaxation. In particular, we prove that the SDP relaxation can guarantee recovery under more adversarial conditions compared to earlier proposed spectral relaxations, and derive error bounds for the registration error incurred by the SDP relaxation. We also present results of numerical experiments on simulated data to confirm the theoretical findings. We empirically demonstrate that (a) unlike the spectral relaxation, the relaxation gap is mostly zero for the semidefinite program (i.e., we are able to solve the original non-convex least-squares problem) up to a certain noise threshold, and (b) the semidefinite program performs significantly better than spectral and manifold-optimization methods, particularly at large noise levels.

cs.CV↗

arXiv2014

Decoding binary node labels from censored edge measurements: Phase transition and efficient recovery

We consider the problem of clustering a graph $G$ into two communities by observing a subset of the vertex correlations. Specifically, we consider the inverse problem with observed variables $Y=B_G x \oplus Z$, where $B_G$ is the incidence matrix of a graph $G$, $x$ is the vector of unknown vertex variables (with a uniform prior) and $Z$ is a noise vector with Bernoulli$(\varepsilon)$ i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery (up to global flip) of $x$ is possible if and only the graph $G$ is connected, with a sharp threshold at the edge probability $\log(n)/n$ for Erdős-Rényi random graphs. The first goal of this paper is to determine how the edge probability $p$ needs to scale to allow exact recovery in the presence of noise. Defining the degree (oversampling) rate of the graph by $α=np/\log(n)$, it is shown that exact recovery is possible if and only if $α>2/(1-2\varepsilon)^2+ o(1/(1-2\varepsilon)^2)$. In other words, $2/(1-2\varepsilon)^2$ is the information theoretic threshold for exact recovery at low-SNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. For a deterministic graph $G$, defining the degree rate as $α=d/\log(n)$, where $d$ is the minimum degree of the graph, it is shown that the proposed method achieves the rate $α> 4((1+λ)/(1-λ)^2)/(1-2\varepsilon)^2+ o(1/(1-2\varepsilon)^2)$, where $1-λ$ is the spectral gap of the graph $G$.

cs.IT↗

arXiv2014

Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem

In cryo-electron microscopy (cryo-EM), a microscope generates a top view of a sample of randomly-oriented copies of a molecule. The problem of single particle reconstruction (SPR) from cryo-EM is to use the resulting set of noisy 2D projection images taken at unknown directions to reconstruct the 3D structure of the molecule. In some situations, the molecule under examination exhibits structural variability, which poses a fundamental challenge in SPR. The heterogeneity problem is the task of mapping the space of conformational states of a molecule. It has been previously suggested that the leading eigenvectors of the covariance matrix of the 3D molecules can be used to solve the heterogeneity problem. Estimating the covariance matrix is challenging, since only projections of the molecules are observed, but not the molecules themselves. In this paper, we formulate a general problem of covariance estimation from noisy projections of samples. This problem has intimate connections with matrix completion problems and high-dimensional principal component analysis. We propose an estimator and prove its consistency. When there are finitely many heterogeneity classes, the spectrum of the estimated covariance matrix reveals the number of classes. The estimator can be found as the solution to a certain linear system. In the cryo-EM case, the linear operator to be inverted, which we term the projection covariance transform, is an important object in covariance estimation for tomographic problems involving structural variation. Inverting it involves applying a filter akin to the ramp filter in tomography. We design a basis in which this linear operator is sparse and thus can be tractably inverted despite its large size. We demonstrate via numerical experiments on synthetic datasets the robustness of our algorithm to high levels of noise.

math.NA↗

arXiv2014

Open problem: Tightness of maximum likelihood semidefinite relaxations

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 recover the ground truth. Several results establish tightness of SDP based relaxations in the regime where exact recovery from MLE is possible. However, to the best of our knowledge, their tightness is not understood beyond this regime. As an illustrative example, we focus on the generalized Procrustes problem.

math.OC↗

arXiv2014

Rotationally Invariant Image Representation for Viewing Direction Classification in Cryo-EM

We introduce a new rotationally invariant viewing angle classification method for identifying, among a large number of Cryo-EM projection images, similar views without prior knowledge of the molecule. Our rotationally invariant features are based on the bispectrum. Each image is denoised and compressed using steerable principal component analysis (PCA) such that rotating an image is equivalent to phase shifting the expansion coefficients. Thus we are able to extend the theory of bispectrum of 1D periodic signals to 2D images. The randomized PCA algorithm is then used to efficiently reduce the dimensionality of the bispectrum coefficients, enabling fast computation of the similarity between any pair of images. The nearest neighbors provide an initial classification of similar viewing angles. In this way, rotational alignment is only performed for images with their nearest neighbors. The initial nearest neighbor classification and alignment are further improved by a new classification method called vector diffusion maps. Our pipeline for viewing angle classification and alignment is experimentally shown to be faster and more accurate than reference-free alignment with rotationally invariant K-means clustering, MSA/MRA 2D classification, and their modern approximations.

q-bio.BM↗

arXiv2013

A Cheeger Inequality for the Graph Connection Laplacian

The O(d) Synchronization problem consists of estimating a set of unknown orthogonal transformations O_i from noisy measurements of a subset of the pairwise ratios O_iO_j^{-1}. We formulate and prove a Cheeger-type inequality that relates a measure of how well it is possible to solve the O(d) synchronization problem with the spectra of an operator, the graph Connection Laplacian. We also show how this inequality provides a worst case performance guarantee for a spectral method to solve this problem.

math.SP↗

arXiv2013

Multireference Alignment using Semidefinite Programming

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 approximates the maximum likelihood estimator (MLE) for the multireference alignment problem. Although we show that the MLE problem is Unique-Games hard to approximate within any constant, we observe that our poly-time approximation algorithm for the MLE appears to perform quite well in typical instances, outperforming existing methods. In an attempt to explain this behavior we provide stability guarantees for our SDP under a random noise model on the observations. This case is more challenging to analyze than traditional semi-random instances of Unique-Games: the noise model is on vertices of a graph and translates into dependent noise on the edges. Interestingly, we show that if certain positivity constraints in the SDP are dropped, its solution becomes equivalent to performing phase correlation, a popular method used for pairwise alignment in imaging applications. Finally, we show how symmetry reduction techniques from matrix representation theory can simplify the analysis and computation of the SDP, greatly decreasing its computational cost.

cs.DS↗

arXiv2013

A Fourier-based Approach for Iterative 3D Reconstruction from Cryo-EM Images

A major challenge in single particle reconstruction methods using cryo-electron microscopy is to attain a resolution sufficient to interpret fine details in three-dimensional (3D) macromolecular structures. Obtaining high resolution 3D reconstructions is difficult due to unknown orientations and positions of the imaged particles, possible incomplete coverage of the viewing directions, high level of noise in the projection images, and limiting effects of the contrast transfer function of the electron microscope. In this paper, we focus on the 3D reconstruction problem from projection images assuming an existing estimate for their orientations and positions. We propose a fast and accurate Fourier-based Iterative Reconstruction Method (FIRM) that exploits the Toeplitz structure of the operator ${\bf A}^{*}{\bf A}$, where $\bf A$ is the forward projector and ${\bf A}^{*}$ is the back projector. The operator ${\bf A}^{*}{\bf A}$ is equivalent to a convolution with a kernel. The kernel is pre-computed using the non-uniform Fast Fourier Transform and is efficiently applied in each iteration step. The iterations by FIRM are therefore considerably faster than those of traditional iterative algebraic approaches, while maintaining the same accuracy even when the viewing directions are unevenly distributed. The time complexity of FIRM is comparable to the direct Fourier inversion method. Moreover, FIRM combines images from different defocus groups simultaneously and can handle a wide range of regularization terms. We provide experimental results on simulated data that demonstrate the speed and accuracy of FIRM in comparison with current methods.

math.NA↗