We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the signal by aligning and averaging the data. In contrast, we consider a method based on estimating the signal directly, using features of the signal that are invariant under translations. Specifically, we estimate the power spectrum and the bispectrum of the signal from the observations. Under mild assumptions, these invariant features contain enough information to infer the signal. In particular, the bispectrum can be used to estimate the Fourier phases. To this end, we propose and analyze a few algorithms. Our main methods consist of non-convex optimization over the smooth manifold of phases. Empirically, in the absence of noise, these non-convex algorithms appear to converge to the target signal with random initialization. The algorithms are also robust to noise. We then suggest three additional methods. These methods are based on frequency marching, semidefinite relaxation and integer programming. The first two methods provably recover the phases exactly in the absence of noise. In the high noise level regime, the invariant features approach for MRA results in stable estimation if the number of measurements scales like the cube of the noise variance, which is the information-theoretic rate. Additionally, it requires only one pass over the data which is important at low signal-to-noise ratio when the number of observations must be large.
In recent years, an abundance of new molecular structures have been elucidated using cryo-electron microscopy (cryo-EM), largely due to advances in hardware technology and data processing techniques. Owing to these new exciting developments, cryo-EM was selected by Nature Methods as Method of the Year 2015, and the Nobel Prize in Chemistry 2017 was awarded to three pioneers in the field.The main goal of this article is to introduce the challenging and exciting computational tasks involved in reconstructing 3-D molecular structures by cryo-EM. Determining molecular structures requires a wide range of computational tools in a variety of fields, including signal processing, estimation and detection theory, high-dimensional statistics, convex and non-convex optimization, spectral algorithms, dimensionality reduction, and machine learning. The tools from these fields must be adapted to work under exceptionally challenging conditions, including extreme noise levels, the presence of missing data, and massively large datasets as large as several Terabytes.In addition, we present two statistical models: multi-reference alignment and multi-target detection, that abstract away much of the intricacies of cryo-EM, while retaining some of its essential features. Based on these abstractions, we discuss some recent intriguing results in the mathematical theory of cryo-EM, and delineate relations with group theory, invariant theory, and information theory.
In the multireference alignment model, a signal is observed by the action of a random circular translation and the addition of Gaussian noise. The goal is to recover the signal's orbit by accessing multiple independent observations. Of particular interest is the sample complexity, i.e., the number of observations/samples needed in terms of the signal-to-noise ratio (the signal energy divided by the noise variance) in order to drive the mean-square error (MSE) to zero. Previous work showed that if the translations are drawn from the uniform distribution, then, in the low SNR regime, the sample complexity of the problem scales as ω(1/ SNR 3 ). In this work, using a generalization of the Chapman-Robbins bound for orbits and expansions of the χ 2 divergence at low SNR, we show that in the same regime the sample complexity for any aperiodic translation distribution scales as ω(1/ SNR 2 ). This rate is achieved by a simple spectral algorithm. We propose two additional algorithms based on nonconvex optimization and expectation-maximization. We also draw a connection between the multireference alignment problem and the spiked covariance model.
Abstract-The problem of recovering a one-dimensional signal from its Fourier transform magnitude, called Fourier phase retrieval, is ill-posed in most cases. We consider the closely-related problem of recovering a signal from its phaseless short-time Fourier transform (STFT) measurements. This problem arises naturally in several applications, such as ultra-short laser pulse characterization and ptychography. The redundancy offered by the STFT enables unique recovery under mild conditions. We show that in some cases the unique solution can be obtained by the principal eigenvector of a matrix, constructed as the solution of a simple least-squares problem. When these conditions are not met, we suggest using the principal eigenvector of this matrix to initialize non-convex local optimization algorithms and propose two such methods. The first is based on minimizing the empirical risk loss function, while the second maximizes a quadratic function on the manifold of phases. We prove that under appropriate conditions, the proposed initialization is close to the underlying signal. We then analyze the geometry of the empirical risk loss function and show numerically that both gradient algorithms converge to the underlying signal even with small redundancy in the measurements. In addition, the algorithms are robust to noise.
This paper considers the problem of recovering the delays and amplitudes of a weighted superposition of pulses. This problem is motivated by a variety of applications, such as ultrasound and radar. We show that for univariate and bivariate stream of pulses, one can recover the delays and weights to any desired accuracy by solving a tractable convex optimization problem, provided that a pulse-dependent separation condition is satisfied. The main result of this paper states that the recovery is robust to additive noise or model mismatch.
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