Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model

• Published in: Communications on pure and applied mathematics Vol. 76; no. 6; pp. 1208 - 1302
• Main Authors: Fan, Zhou, Sun, Yi, Wang, Tianhao, Wu, Yihong
• Format: Journal Article
• Language: English
• Published: Melbourne John Wiley & Sons Australia, Ltd 01.06.2023; John Wiley and Sons, Limited
• Subjects: Algorithms; Eigenvalues; Fisher information; Group theory; Image processing; Low noise; Maximum likelihood estimation; Normal distribution; Optimization; Permutations; Polynomials; Probabilistic models; Random noise; Recovery; Saddle points; Statistical analysis; Statistical models
• DOI: 10.1002/cpa.22032
• ISSN: 0010-3640

We study the nonconvex optimization landscape for maximum likelihood estimation in the discrete orbit recovery model with Gaussian noise. This is a statistical model motivated by applications in molecular microscopy and image processing, where each measurement of an unknown object is subject to an independent random rotation from a known rotational group. Equivalently, it is a Gaussian mixture model where the mixture centers belong to a group orbit. We show that fundamental properties of the likelihood landscape depend on the signal‐to‐noise ratio and the group structure. At low noise, this landscape is “benign” for any discrete group, possessing no spurious local optima and only strict saddle points. At high noise, this landscape may develop spurious local optima, depending on the specific group. We discuss several positive and negative examples, and provide a general condition that ensures a globally benign landscape at high noise. For cyclic permutations of coordinates on ℝd (multireference alignment), there may be spurious local optima when d≥6, and we establish a correspondence between these local optima and those of a surrogate function of the phase variables in the Fourier domain. We show that the Fisher information matrix transitions from resembling that of a single Gaussian distribution in low noise to having a graded eigenvalue structure in high noise, which is determined by the graded algebra of invariant polynomials under the group action. In a local neighborhood of the true object, where the neighborhood size is independent of the signal‐to‐noise ratio, the landscape is strongly convex in a reparametrized system of variables given by a transcendence basis of this polynomial algebra. We discuss implications for optimization algorithms, including slow convergence of expectation‐maximization, and possible advantages of momentum‐based acceleration and variable reparametrization for first‐ and second‐order descent methods. © 2021 Wiley Periodicals LLC.