Dynamic angular synchronization under smoothness constraints

Fuente: arXiv
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Main Authors: Araya, Ernesto, Cucuringu, Mihai, Tyagi, Hemant
Format: Preprint
Published: 2024
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author Araya, Ernesto
Cucuringu, Mihai
Tyagi, Hemant
author_facet Araya, Ernesto
Cucuringu, Mihai
Tyagi, Hemant
contents Given an undirected measurement graph $\mathcal{H} = ([n], \mathcal{E})$, the classical angular synchronization problem consists of recovering unknown angles $θ_1^*,\dots,θ_n^*$ from a collection of noisy pairwise measurements of the form $(θ_i^* - θ_j^*) \mod 2π$, for all $\{i,j\} \in \mathcal{E}$. This problem arises in a variety of applications, including computer vision, time synchronization of distributed networks, and ranking from pairwise comparisons. In this paper, we consider a dynamic version of this problem where the angles, and also the measurement graphs evolve over $T$ time points. Assuming a smoothness condition on the evolution of the latent angles, we derive three algorithms for joint estimation of the angles over all time points. Moreover, for one of the algorithms, we establish non-asymptotic recovery guarantees for the mean-squared error (MSE) under different statistical models. In particular, we show that the MSE converges to zero as $T$ increases under milder conditions than in the static setting. This includes the setting where the measurement graphs are highly sparse and disconnected, and also when the measurement noise is large and can potentially increase with $T$. We complement our theoretical results with experiments on synthetic data.
format Preprint
id arxiv_https___arxiv_org_abs_2406_04071
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Dynamic angular synchronization under smoothness constraints
Araya, Ernesto
Cucuringu, Mihai
Tyagi, Hemant
Machine Learning
Statistics Theory
Given an undirected measurement graph $\mathcal{H} = ([n], \mathcal{E})$, the classical angular synchronization problem consists of recovering unknown angles $θ_1^*,\dots,θ_n^*$ from a collection of noisy pairwise measurements of the form $(θ_i^* - θ_j^*) \mod 2π$, for all $\{i,j\} \in \mathcal{E}$. This problem arises in a variety of applications, including computer vision, time synchronization of distributed networks, and ranking from pairwise comparisons. In this paper, we consider a dynamic version of this problem where the angles, and also the measurement graphs evolve over $T$ time points. Assuming a smoothness condition on the evolution of the latent angles, we derive three algorithms for joint estimation of the angles over all time points. Moreover, for one of the algorithms, we establish non-asymptotic recovery guarantees for the mean-squared error (MSE) under different statistical models. In particular, we show that the MSE converges to zero as $T$ increases under milder conditions than in the static setting. This includes the setting where the measurement graphs are highly sparse and disconnected, and also when the measurement noise is large and can potentially increase with $T$. We complement our theoretical results with experiments on synthetic data.
title Dynamic angular synchronization under smoothness constraints
topic Machine Learning
Statistics Theory
url https://arxiv.org/abs/2406.04071