10e Journée Statistique et Informatique pour la Science des Données à Paris-Saclay

Collection 10e Journée Statistique et Informatique pour la Science des Données à Paris-Saclay

Organizer(s) Evgenii Chzhen, Erwan Le Pennec
Date(s) 01/04/2025 - 01/04/2025
linked URL https://indico.math.cnrs.fr/event/14016/
00:00:00 / 00:00:00
5 6

Optimal Rates of Exact Recovery of the Matching Map

By Arshak Minasyan

In this talk, we consider the problem of estimating the matching map between two sequences of $d$-dimensional noisy observations of feature vectors, possibly of different sizes ($n \neq m$). We begin with the simplest case of permutation estimation and then extend it to the more general setting of estimating a matching map of unknown size $k^* < \min(n, m)$. Our main result shows that, in the high-dimensional setting, if the signal-to-noise ratio of the feature vectors is at least of order $d^{1/4}$, then the true matching map can be recovered exactly (without errors) with high probability. We also establish a corresponding lower bound, proving the optimality of this rate. This rate is achieved using an estimated matching, defined as the minimizer of the sum of squared distances between matched pairs of points. Since the number of matching pairs is unknown, we first estimate the parameter $k^_$. We then show that the resulting optimization problem can be formulated as a minimum-cost flow problem and solved efficiently, with complexity $\widetilde{O}(\sqrt{k^_} n^2)$. Finally, we present numerical experiments on both synthetic and real-world data, illustrating our theoretical results and providing further insight into the properties of the estimators and algorithms studied in this work. \textit{Joint work with T. Galstyan, S. Hunanyan, and A. Dalalyan.}

Information about the video

  • Date of recording 01/04/2025
  • Date of publication 10/04/2025
  • Institution IHES
  • Language English
  • Audience Researchers
  • Format MP4

Domain(s)

Last related questions on MathOverflow

You have to connect your Carmin.tv account with mathoverflow to add question

Ask a question on MathOverflow




Register

  • Bookmark videos
  • Add videos to see later &
    keep your browsing history
  • Comment with the scientific
    community
  • Get notification updates
    for your favorite subjects
Give feedback