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Activity Number: 530 - New Insights on High-Dimensional Statistics
Type: Invited
Date/Time: Thursday, August 6, 2020 : 1:00 PM to 2:50 PM
Sponsor: IMS
Abstract #309428
Title: Likelihood Landscape and Maximum Likelihood Estimation for the Discrete Orbit Recovery Model
Author(s): Zhou Fan* and Yi Sun and Tianhao Wang and Yihong Wu
Companies: Yale University and Columbia University and Yale University and Yale University
Keywords: nonconvex optimization; algebraic statistics; cryo-electron microscopy; maximum likelihood; mixture models; EM algorithm
Abstract:

We study the non-convex optimization landscape for maximum likelihood estimation in the Gaussian orbit recovery model. This model is motivated by applications in molecular microscopy, where each measurement of an unknown object is subject to an independent random rotation from a rotational group.

Fundamental properties of the likelihood landscape depend on the signal-to-noise ratio and the group structure. At low noise, the landscape is "benign" for any group, possessing no spurious local optima. At high noise, the landscape may develop spurious optima depending on the specific group, and we discuss positive and negative examples. The Fisher information transitions from resembling a single Gaussian in low noise to having a graded eigenvalue structure in high noise, determined by the algebra of invariant polynomials under the group action. In a neighborhood of the true object, the likelihood is strongly convex in a reparametrization by a transcendence basis of this algebra. We discuss implications for optimization, including slow convergence of EM and possible advantages of momentum-based acceleration and variable reparametrization for first- and second-order descent methods.


Authors who are presenting talks have a * after their name.

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