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Amit Singer

Publications and source records attributed to Amit Singer.

106 records · Page 6Linked to original sources

Exact and Stable Recovery of Rotations for Robust Synchronization

The synchronization problem over the special orthogonal group $SO(d)$ consists of estimating a set of unknown rotations $R_1,R_2,...,R_n$ from noisy measurements of a subset of their pairwise ratios $R_{i}^{-1}R_{j}$. The problem has found applications in computer vision, computer graphics, and sensor network localization, among others. Its least squares solution can be approximated by either spectral relaxation or semidefinite programming followed by a rounding procedure, analogous to the approximation algorithms of \textsc{Max-Cut}. The contribution of this paper is three-fold: First, we introduce a robust penalty function involving the sum of unsquared deviations and derive a relaxation that leads to a convex optimization problem; Second, we apply the alternating direction method to minimize the penalty function; Finally, under a specific model of the measurement noise and for both complete and random measurement graphs, we prove that the rotations are exactly and stably recovered, exhibiting a phase transition behavior in terms of the proportion of noisy measurements. Numerical simulations confirm the phase transition behavior for our method as well as its improved accuracy compared to existing methods.

cs.IT

Cramér-Rao bounds for synchronization of rotations

Synchronization of rotations is the problem of estimating a set of rotations R_i in SO(n), i = 1, ..., N, based on noisy measurements of relative rotations R_i R_j^T. This fundamental problem has found many recent applications, most importantly in structural biology. We provide a framework to study synchronization as estimation on Riemannian manifolds for arbitrary n under a large family of noise models. The noise models we address encompass zero-mean isotropic noise, and we develop tools for Gaussian-like as well as heavy-tail types of noise in particular. As a main contribution, we derive the Cramér-Rao bounds of synchronization, that is, lower-bounds on the variance of unbiased estimators. We find that these bounds are structured by the pseudoinverse of the measurement graph Laplacian, where edge weights are proportional to measurement quality. We leverage this to provide interpretation in terms of random walks and visualization tools for these bounds in both the anchored and anchor-free scenarios. Similar bounds previously established were limited to rotations in the plane and Gaussian-like noise.

cs.IT

Orientation Determination from Cryo-EM images Using Least Unsquared Deviation

A major challenge in single particle reconstruction from cryo-electron microscopy is to establish a reliable ab-initio three-dimensional model using two-dimensional projection images with unknown orientations. Common-lines based methods estimate the orientations without additional geometric information. However, such methods fail when the detection rate of common-lines is too low due to the high level of noise in the images. An approximation to the least squares global self consistency error was obtained using convex relaxation by semidefinite programming. In this paper we introduce a more robust global self consistency error and show that the corresponding optimization problem can be solved via semidefinite relaxation. In order to prevent artificial clustering of the estimated viewing directions, we further introduce a spectral norm term that is added as a constraint or as a regularization term to the relaxed minimization problem. The resulted problems are solved by using either the alternating direction method of multipliers or an iteratively reweighted least squares procedure. Numerical experiments with both simulated and real images demonstrate that the proposed methods significantly reduce the orientation estimation error when the detection rate of common-lines is low.

cs.LG

Fourier-Bessel rotational invariant eigenimages

We present an efficient and accurate algorithm for principal component analysis (PCA) of a large set of two dimensional images, and, for each image, the set of its uniform rotations in the plane and its reflection. The algorithm starts by expanding each image, originally given on a Cartesian grid, in the Fourier-Bessel basis for the disk. Because the images are bandlimited in the Fourier domain, we use a sampling criterion to truncate the Fourier-Bessel expansion such that the maximum amount of information is preserved without the effect of aliasing. The constructed covariance matrix is invariant to rotation and reflection and has a special block diagonal structure. PCA is efficiently done for each block separately. This Fourier-Bessel based PCA detects more meaningful eigenimages and has improved denoising capability compared to traditional PCA for a finite number of noisy images.

cs.CV

Non-Local Patch Regression: Robust Image Denoising in Patch Space

It was recently demonstrated in [Chaudhury et al.,Non-Local Euclidean Medians,2012] that the denoising performance of Non-Local Means (NLM) can be improved at large noise levels by replacing the mean by the robust Euclidean median. Numerical experiments on synthetic and natural images showed that the latter consistently performed better than NLM beyond a certain noise level, and significantly so for images with sharp edges. The Euclidean mean and median can be put into a common regression (on the patch space) framework, in which the l_2 norm of the residuals is considered in the former, while the l_1 norm is considered in the latter. The natural question then is what happens if we consider l_p (0<p<1) regression? We investigate this possibility in this paper.

cs.CV

Non-Local Euclidean Medians

In this letter, we note that the denoising performance of Non-Local Means (NLM) at large noise levels can be improved by replacing the mean by the Euclidean median. We call this new denoising algorithm the Non-Local Euclidean Medians (NLEM). At the heart of NLEM is the observation that the median is more robust to outliers than the mean. In particular, we provide a simple geometric insight that explains why NLEM performs better than NLM in the vicinity of edges, particularly at large noise levels. NLEM can be efficiently implemented using iteratively reweighted least squares, and its computational complexity is comparable to that of NLM. We provide some preliminary results to study the proposed algorithm and to compare it with NLM.

cs.CV

The Spectrum of Random Inner-product Kernel Matrices

We consider n-by-n matrices whose (i, j)-th entry is f(X_i^T X_j), where X_1, ...,X_n are i.i.d. standard Gaussian random vectors in R^p, and f is a real-valued function. The eigenvalue distribution of these random kernel matrices is studied at the "large p, large n" regime. It is shown that, when p and n go to infinity, p/n = γwhich is a constant, and f is properly scaled so that Var(f(X_i^T X_j)) is O(p^{-1}), the spectral density converges weakly to a limiting density on R. The limiting density is dictated by a cubic equation involving its Stieltjes transform. While for smooth kernel functions the limiting spectral density has been previously shown to be the Marcenko-Pastur distribution, our analysis is applicable to non-smooth kernel functions, resulting in a new family of limiting densities.

math.PR

Eigenvector Synchronization, Graph Rigidity and the Molecule Problem

The graph realization problem has received a great deal of attention in recent years, due to its importance in applications such as wireless sensor networks and structural biology. In this paper, we extend on previous work and propose the 3D-ASAP algorithm, for the graph realization problem in $\mathbb{R}^3$, given a sparse and noisy set of distance measurements. 3D-ASAP is a divide and conquer, non-incremental and non-iterative algorithm, which integrates local distance information into a global structure determination. Our approach starts with identifying, for every node, a subgraph of its 1-hop neighborhood graph, which can be accurately embedded in its own coordinate system. In the noise-free case, the computed coordinates of the sensors in each patch must agree with their global positioning up to some unknown rigid motion, that is, up to translation, rotation and possibly reflection. In other words, to every patch there corresponds an element of the Euclidean group Euc(3) of rigid transformations in $\mathbb{R}^3$, and the goal is to estimate the group elements that will properly align all the patches in a globally consistent way. Furthermore, 3D-ASAP successfully incorporates information specific to the molecule problem in structural biology, in particular information on known substructures and their orientation. In addition, we also propose 3D-SP-ASAP, a faster version of 3D-ASAP, which uses a spectral partitioning algorithm as a preprocessing step for dividing the initial graph into smaller subgraphs. Our extensive numerical simulations show that 3D-ASAP and 3D-SP-ASAP are very robust to high levels of noise in the measured distances and to sparse connectivity in the measurement graph, and compare favorably to similar state-of-the art localization algorithms.

cs.CE

Representation theoretic patterns in three dimensional cryo-electron microscopy II - The class averaging problem

In this paper we study the formal algebraic structure underlying the intrinsic classification algorithm, recently introduced by Hadani, Shkolnisky, Singer and Zhao, for classifying noisy projection images of similar viewing directions in three-dimensional cryo-electron microscopy (cryo-EM). This preliminary classification is of fundamental importance in determining the three-dimensional structure of macromolecules from cryo-EM images. Inspecting this algebraic structure we obtain a conceptual explanation for the admissibility (correctness) of the algorithm and a proof of its numerical stability, thus putting it on firm mathematical grounds. The proof relies on studying the spectral properties of an integral operator of geometric origin on the two dimensional sphere, called the localized parallel transport operator. Along the way, we develop further the representation theoretic set-up for three-dimensional cryo-EM.

math.RT

Noisy dynamic simulations in the presence of symmetry: data alignment and model reduction

We process snapshots of trajectories of evolution equations with intrinsic symmetries, and demonstrate the use of recently developed eigenvector-based techniques to successfully quotient out the degrees of freedom associated with the symmetries in the presence of noise. Our illustrative examples include a one-dimensional evolutionary partial differential (the Kuramoto-Sivashinsky) equation with periodic boundary conditions, as well as a stochastic simulation of nematic liquid crystals which can be effectively modeled through a nonlinear Smoluchowski equation on the surface of a sphere. This is a useful first step towards data mining the "symmetry-adjusted" ensemble of snapshots in search of an accurate low-dimensional parametrization (and the associated reduction of the original dynamical system). We also demonstrate a technique ("vector diffusion maps") that combines, in a single formulation, the symmetry removal step and the dimensionality reduction step.

physics.comp-ph

Vector Diffusion Maps and the Connection Laplacian

We introduce {\em vector diffusion maps} (VDM), a new mathematical framework for organizing and analyzing massive high dimensional data sets, images and shapes. VDM is a mathematical and algorithmic generalization of diffusion maps and other non-linear dimensionality reduction methods, such as LLE, ISOMAP and Laplacian eigenmaps. While existing methods are either directly or indirectly related to the heat kernel for functions over the data, VDM is based on the heat kernel for vector fields. VDM provides tools for organizing complex data sets, embedding them in a low dimensional space, and interpolating and regressing vector fields over the data. In particular, it equips the data with a metric, which we refer to as the {\em vector diffusion distance}. In the manifold learning setup, where the data set is distributed on (or near) a low dimensional manifold $\MM^d$ embedded in $\RR^{p}$, we prove the relation between VDM and the connection-Laplacian operator for vector fields over the manifold.

math.ST

Manifold learning techniques and model reduction applied to dissipative PDEs

We link nonlinear manifold learning techniques for data analysis/compression with model reduction techniques for evolution equations with time scale separation. In particular, we demonstrate a `"nonlinear extension" of the POD-Galerkin approach to obtaining reduced dynamic models of dissipative evolution equations. The approach is illustrated through a reaction-diffusion PDE, and the performance of different simulators on the full and the reduced models is compared. We also discuss the relation of this nonlinear extension with the so-called "nonlinear Galerkin" methods developed in the context of Approximate Inertial Manifolds.

physics.comp-ph

Angular Synchronization by Eigenvectors and Semidefinite Programming

The angular synchronization problem is to obtain an accurate estimation (up to a constant additive phase) for a set of unknown angles $θ_1,...,θ_n$ from $m$ noisy measurements of their offsets $θ_i-θ_j \mod 2π$. Of particular interest is angle recovery in the presence of many outlier measurements that are uniformly distributed in $[0,2π)$ and carry no information on the true offsets. We introduce an efficient recovery algorithm for the unknown angles from the top eigenvector of a specially designed Hermitian matrix. The eigenvector method is extremely stable and succeeds even when the number of outliers is exceedingly large. For example, we successfully estimate $n=400$ angles from a full set of $m={400 \choose 2}$ offset measurements of which 90% are outliers in less than a second on a commercial laptop. The performance of the method is analyzed using random matrix theory and information theory. We discuss the relation of the synchronization problem to the combinatorial optimization problem \textsc{Max-2-Lin mod} $L$ and present a semidefinite relaxation for angle recovery, drawing similarities with the Goemans-Williamson algorithm for finding the maximum cut in a weighted graph. We present extensions of the eigenvector method to other synchronization problems that involve different group structures and their applications, such as the time synchronization problem in distributed networks and the surface reconstruction problems in computer vision and optics.

math.SP

Representation theoretic patterns in three dimensional Cryo-Electron Microscopy I - The intrinsic reconstitution algorithm

In this paper, we describe and study a mathematical framework for cryo-elecron microscopy. The main result, is a a proof of the admissability (correctness) and the numerical stability of the intrinsic reconstitution algorithm which was introduced by Singer and Shkolnisky in [7]. In addition, we explain how the various numerical observations reported in that work, follow from basic representation theoretic principles.

math.RT

Uniqueness of Low-Rank Matrix Completion by Rigidity Theory

The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and control. Most recent work had been focused on constructing efficient algorithms for exact or approximate recovery of the missing matrix entries and proving lower bounds for the number of known entries that guarantee a successful recovery with high probability. A related problem from both the mathematical and algorithmic point of view is the distance geometry problem of realizing points in a Euclidean space from a given subset of their pairwise distances. Rigidity theory answers basic questions regarding the uniqueness of the realization satisfying a given partial set of distances. We observe that basic ideas and tools of rigidity theory can be adapted to determine uniqueness of low-rank matrix completion, where inner products play the role that distances play in rigidity theory. This observation leads to an efficient randomized algorithm for testing both local and global unique completion. Crucial to our analysis is a new matrix, which we call the completion matrix, that serves as the analogue of the rigidity matrix.

cs.LG

Giant Components in Biased Graph Processes

A random graph process, $\Gorg[1](n)$, is a sequence of graphs on $n$ vertices which begins with the edgeless graph, and where at each step a single edge is added according to a uniform distribution on the missing edges. It is well known that in such a process a giant component (of linear size) typically emerges after $(1+o(1))\frac{n}{2}$ edges (a phenomenon known as ``the double jump''), i.e., at time $t=1$ when using a timescale of $n/2$ edges in each step. We consider a generalization of this process, $\Gorg[K](n)$, which gives a weight of size 1 to missing edges between pairs of isolated vertices, and a weight of size $K \in [0,\infty)$ otherwise. This corresponds to a case where links are added between $n$ initially isolated settlements, where the probability of a new link in each step is biased according to whether or not its two endpoint settlements are still isolated. Combining methods of \cite{SpencerWormald} with analytical techniques, we describe the typical emerging time of a giant component in this process, $t_c(K)$, as the singularity point of a solution to a set of differential equations. We proceed to analyze these differential equations and obtain properties of $\Gorg$, and in particular, we show that $t_c(K)$ strictly decreases from 3/2 to 0 as $K$ increases from 0 to $\infty$, and that $t_c(K) = \frac{4}{\sqrt{3K}}(1 + o(1))$. Numerical approximations of the differential equations agree both with computer simulations of the process $\Gorg(n)$ and with the analytical results.

math.PR