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Confirmation bias, the tendency to interpret information in a way that aligns with one's preconceptions, can profoundly impact scientific research, leading to conclusions that reflect the researcher's hypotheses even when the observational data do not support them. This issue is especially critical in scientific fields involving highly noisy observations, such as cryo-electron microscopy. This study investigates confirmation bias in Gaussian mixture models. We consider the following experiment: A team of scientists assumes they are analyzing data drawn from a Gaussian mixture model with known signals (hypotheses) as centroids. However, in reality, the observations consist entirely of noise without any informative structure. The researchers use a single iteration of the K-means or expectation-maximization algorithms, two popular algorithms to estimate the centroids. Despite the observations being pure noise, we show that these algorithms yield biased estimates that resemble the initial hypotheses, contradicting the unbiased expectation that averaging these noise observations would converge to zero. Namely, the algorithms generate estimates that mirror the postulated model, although the hypotheses (the presumed centroids of the Gaussian mixture) are not evident in the observations. Specifically, among other results, we prove a positive correlation between the estimates produced by the algorithms and the corresponding hypotheses. We also derive explicit closed-form expressions of the estimates for a finite and infinite number of hypotheses. This study underscores the risks of confirmation bias in low signal-to-noise environments, provides insights into potential pitfalls in scientific methodologies, and highlights the importance of prudent data interpretation.

``Einstein from noise" (EfN) is a prominent example of the model bias phenomenon: systematic errors in the statistical model that lead to erroneous but consistent estimates. In the EfN experiment, one falsely believes that a set of observations contains noisy, shifted copies of a template signal (e.g., an Einstein image), whereas in reality, it contains only pure noise observations. To estimate the signal, the observations are first aligned with the template using cross-correlation, and then averaged. Although the observations contain nothing but noise, it was recognized early on that this process produces a signal that resembles the template signal! This pitfall was at the heart of a central scientific controversy about validation techniques in structural biology. This paper provides a comprehensive statistical analysis of the EfN phenomenon above. We show that the Fourier phases of the EfN estimator (namely, the average of the aligned noise observations) converge to the Fourier phases of the template signal, explaining the observed structural similarity. Additionally, we prove that the convergence rate is inversely proportional to the number of noise observations and, in the high-dimensional regime, to the Fourier magnitudes of the template signal. Moreover, in the high-dimensional regime, the Fourier magnitudes converge to a scaled version of the template signal's Fourier magnitudes. This work not only deepens the theoretical understanding of the EfN phenomenon but also highlights potential pitfalls in template matching techniques and emphasizes the need for careful interpretation of noisy observations across disciplines in engineering, statistics, physics, and biology.

Semi-algebraic priors are ubiquitous in signal processing and machine learning. Prevalent examples include a) linear models where the signal lies in a low-dimensional subspace; b) sparse models where the signal can be represented by only a few coefficients under a suitable basis; and c) a large family of neural network generative models. In this paper, we prove a transversality theorem for semi-algebraic sets in orthogonal or unitary representations of groups: with a suitable dimension bound, a generic translate of any semi-algebraic set is transverse to the orbits of the group action. This, in turn, implies that if a signal lies in a low-dimensional semi-algebraic set, then it can be recovered uniquely from measurements that separate orbits. As an application, we consider the implications of the transversality theorem to the problem of recovering signals that are translated by random group actions from their second moment. As a special case, we discuss cryo-EM: a leading technology to constitute the spatial structure of biological molecules, which serves as our prime motivation. In particular, we derive explicit bounds for recovering a molecular structure from the second moment under a semi-algebraic prior and deduce information-theoretic implications. We also obtain information-theoretic bounds for three additional applications: factoring Gram matrices, multi-reference alignment, and phase retrieval. Finally, we deduce bounds for designing permutation invariant separators in machine learning.

Detecting multiple unknown objects in noisy data is a key problem in many scientific fields, such as electron microscopy imaging. A common model for the unknown objects is the linear subspace model, which assumes that the objects can be expanded in some known basis (such as the Fourier basis). In this paper, we develop an object detection algorithm that under the linear subspace model is asymptotically guaranteed to detect all objects, while controlling the family wise error rate or the false discovery rate. Numerical simulations show that the algorithm also controls the error rate with high power in the non-asymptotic regime, even in highly challenging regimes. We apply the proposed algorithm to experimental electron microscopy data set, and show that it outperforms existing standard software.

The classical beltway problem entails recovering a set of points from their unordered pairwise distances on the circle. This problem can be viewed as a special case of the crystallographic phase retrieval problem of recovering a sparse signal from its periodic autocorrelation. Based on this interpretation, and motivated by cryo-electron microscopy, we suggest a natural generalization to orthogonal groups: recovering a sparse signal, up to an orthogonal transformation, from its autocorrelation over the orthogonal group. If the support of the signal is collision-free, we bound the number of solutions to the beltway problem over orthogonal groups, and prove that this bound is exactly one when the support of the signal is radially collision-free (i.e., the support points have distinct magnitudes). We also prove that if the pairwise products of the signal's weights are distinct, then the autocorrelation determines the signal uniquely, up to an orthogonal transformation. We conclude the paper by considering binary signals and show that in this case, the collision-free condition need not be sufficient to determine signals up to orthogonal transformation.

This paper studies the optimal solution of the classical problem of detecting the location of multiple image occurrences in a two-dimensional, noisy measurement. Assuming the image occurrences do not overlap, we formulate this task as a constrained maximum likelihood optimization problem. We show that the maximum likelihood estimator is equivalent to an instance of the winner determination problem from the field of combinatorial auction and that the solution can be obtained by searching over a binary tree. We then design a pruning mechanism that significantly accelerates the runtime of the search. We demonstrate on simulations and electron microscopy data sets that the proposed algorithm provides accurate detection in challenging regimes of high noise levels and densely packed image occurrences.

Multi-target detection (MTD) is the problem of estimating an image from a large, noisy measurement that contains randomly translated and rotated copies of the image. Motivated by the single-particle cryo-electron microscopy technology, we design data-driven diffusion priors for the MTD problem, derived from score-based stochastic differential equations models. We then integrate the prior into the approximate expectation-maximization algorithm. In particular, our method alternates between an expectation step that approximates the expected log-likelihood and a maximization step that balances the approximated log-likelihood with the learned log-prior. We show on two datasets that adding the data-driven prior substantially reduces the estimation error, in particular in high noise regimes.

The key ingredient to retrieving a signal from its Fourier magnitudes, namely, to solve the phase retrieval problem, is an effective prior on the sought signal. In this paper, we study the phase retrieval problem under the prior that the signal lies in a semi-algebraic set. This is a very general prior as semi-algebraic sets include linear models, sparse models, and ReLU neural network generative models. The latter is the main motivation of this paper, due to the remarkable success of deep generative models in a variety of imaging tasks, including phase retrieval. We prove that almost all signals in R^N can be determined from their Fourier magnitudes, up to a sign, if they lie in a (generic) semi-algebraic set of dimension N/2. The same is true for all signals if the semi-algebraic set is of dimension N/4. We also generalize these results to the problem of signal recovery from the second moment in multi-reference alignment models with multiplicity free representations of compact groups. This general result is then used to derive improved sample complexity bounds for recovering band-limited functions on the sphere from their noisy copies, each acted upon by a random element of SO(3).

In synchronization problems, the goal is to estimate elements of a group from noisy measurements of their ratios. A popular estimation method for synchronization is the spectral method. It extracts the group elements from eigenvectors of a block matrix formed from the measurements. The eigenvectors must be projected, or "rounded", onto the group. The rounding procedures are constructed ad hoc and increasingly so when applied to synchronization problems over non-compact groups. In this paper, we develop a spectral approach to synchronization over the non-compact group $\mathrm{SE}(3)$, the group of rigid motions of $\mathbb{R}^3$. We based our method on embedding $\mathrm{SE}(3)$ into the algebra of dual quaternions, which has deep algebraic connections with the group $\mathrm{SE}(3)$. These connections suggest a natural rounding procedure considerably more straightforward than the current state-of-the-art for spectral $\mathrm{SE}(3)$ synchronization, which uses a matrix embedding of $\mathrm{SE}(3)$. We show by numerical experiments that our approach yields comparable results to the current state-of-the-art in $\mathrm{SE}(3)$ synchronization via the spectral method. Thus, our approach reaps the benefits of the dual quaternion embedding of $\mathrm{SE}(3)$, while yielding estimators of similar quality., Comment: 25 pages, 3 figures, for code see https://github.com/idohadi/dqsync-python

In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the planted matrices are disjoint, and their row and column indices can be arbitrary. Inspired by scientific applications, the second model restricts the row and column indices to be consecutive. In the detection problem, under the null hypothesis, the observed matrix is a realization of independent and identically distributed standard normal entries. Under the alternative, there exists a set of hidden submatrices with elevated means inside the same standard normal matrix. Recovery refers to the task of locating the hidden submatrices. For both problems, and for both models, we characterize the statistical and computational barriers by deriving information-theoretic lower bounds, designing and analyzing algorithms matching those bounds, and proving computational lower bounds based on the low-degree polynomials conjecture. In particular, we show that the space of the model parameters (i.e., number of planted submatrices, their dimensions, and elevated mean) can be partitioned into three regions: the impossible regime, where all algorithms fail; the hard regime, where while detection or recovery are statistically possible, we give some evidence that polynomial-time algorithm do not exist; and finally the easy regime, where polynomial-time algorithms exist., Comment: 36 pages

A single-particle cryo-electron microscopy (cryo-EM) measurement, called a micrograph, consists of multiple two-dimensional tomographic projections of a three-dimensional molecular structure at unknown locations, taken under unknown viewing directions. All existing cryo-EM algorithmic pipelines first locate and extract the projection images, and then reconstruct the structure from the extracted images. However, if the molecular structure is small, the signal-to-noise ratio (SNR) of the data is very low, and thus accurate detection of projection images within the micrograph is challenging. Consequently, all standard techniques fail in low-SNR regimes. To recover molecular structures from measurements of low SNR, and in particular small molecular structures, we devise a stochastic approximate expectation-maximization algorithm to estimate the three-dimensional structure directly from the micrograph, bypassing locating the projection images. We corroborate our computational scheme with numerical experiments, and present successful structure recoveries from simulated noisy measurements.

We consider the finite alphabet phase retrieval problem: recovering a signal whose entries lie in a small alphabet of possible values from its Fourier magnitudes. This problem arises in the celebrated technology of X-ray crystallography to determine the atomic structure of biological molecules. Our main result states that for generic values of the alphabet, two signals have the same Fourier magnitudes if and only if several partitions have the same difference sets. Thus, the finite alphabet phase retrieval problem reduces to the combinatorial problem of determining a signal from those difference sets. Notably, this result holds true when one of the letters of the alphabet is zero, namely, for sparse signals with finite alphabet, which is the situation in X-ray crystallography.

Different tasks in the computational pipeline of single-particle cryo-electron microscopy (cryo-EM) require enhancing the quality of the highly noisy raw images. To this end, we develop an efficient algorithm for signal enhancement of cryo-EM images. The enhanced images can be used for a variety of downstream tasks, such as 2-D classification, removing uninformative images, constructing {ab initio} models, generating templates for particle picking, providing a quick assessment of the data set, dimensionality reduction, and symmetry detection. The algorithm includes built-in quality measures to assess its performance and alleviate the risk of model bias. We demonstrate the effectiveness of the proposed algorithm on several experimental data sets. In particular, we show that the quality of the resulting images is high enough to produce ab initio models of $\sim 10$ \AA resolution. The algorithm is accompanied by a publicly available, documented and easy-to-use code.

Multi-reference alignment (MRA) is the problem of recovering a signal from its multiple noisy copies, each acted upon by a random group element. MRA is mainly motivated by single-particle cryo-electron microscopy (cryo-EM) that has recently joined X-ray crystallography as one of the two leading technologies to reconstruct biological molecular structures. Previous papers have shown that in the high noise regime, the sample complexity of MRA and cryo-EM is $n=\omega(\sigma^{2d})$, where $n$ is the number of observations, $\sigma^2$ is the variance of the noise, and $d$ is the lowest-order moment of the observations that uniquely determines the signal. In particular, it was shown that in many cases, $d=3$ for generic signals, and thus the sample complexity is $n=\omega(\sigma^6)$. In this paper, we analyze the second moment of the MRA and cryo-EM models. First, we show that in both models the second moment determines the signal up to a set of unitary matrices, whose dimension is governed by the decomposition of the space of signals into irreducible representations of the group. Second, we derive sparsity conditions under which a signal can be recovered from the second moment, implying sample complexity of $n=\omega(\sigma^4)$. Notably, we show that the sample complexity of cryo-EM is $n=\omega(\sigma^4)$ if at most one third of the coefficients representing the molecular structure are non-zero; this bound is near-optimal. The analysis is based on tools from representation theory and algebraic geometry. We also derive bounds on recovering a sparse signal from its power spectrum, which is the main computational problem of X-ray crystallography.

Single-particle cryo-electron microscopy (cryo-EM) is a leading technology to resolve the structure of molecules. Early in the process, the user detects potential particle images in the raw data. Typically, there are many false detections as a result of high levels of noise and contamination. Currently, removing the false detections requires human intervention to sort the hundred thousands of images. We propose a statistically-established unsupervised algorithm to remove non-particle images. We model the particle images as a union of low-dimensional subspaces, assuming non-particle images are arbitrarily scattered in the high-dimensional space. The algorithm is based on an extension of the probabilistic PCA framework to robustly learn a non-linear model of union of subspaces. This provides a flexible model for cryo-EM data, and allows to automatically remove images that correspond to pure noise and contamination. Numerical experiments corroborate the effectiveness of the sorting algorithm.

This paper studies the classical problem of estimating the locations of signal occurrences in a noisy measurement. Based on a multiple hypothesis testing scheme, we design a K-sample statistical test to control the false discovery rate (FDR). Specifically, we first convolve the noisy measurement with a smoothing kernel, and find all local maxima. Then, we evaluate the joint probability of K entries in the vicinity of each local maximum, derive the corresponding p-value, and apply the Benjamini-Hochberg procedure to account for multiplicity. We demonstrate through extensive experiments that our proposed method, with K=2, controls the prescribed FDR while increasing the power compared to a one-sample test.

The number of noisy images required for molecular reconstruction in single-particle cryo-electron microscopy (cryo-EM) is governed by the autocorrelations of the observed, randomly-oriented, noisy projection images. In this work, we consider the effect of imposing sparsity priors on the molecule. We use techniques from signal processing, optimization, and applied algebraic geometry to obtain new theoretical and computational contributions for this challenging non-linear inverse problem with sparsity constraints. We prove that molecular structures modeled as sums of Gaussians are uniquely determined by the second-order autocorrelation of their projection images, implying that the sample complexity is proportional to the square of the variance of the noise. This theory improves upon the non-sparse case, where the third-order autocorrelation is required for uniformly-oriented particle images and the sample complexity scales with the cube of the noise variance. Furthermore, we build a computational framework to reconstruct molecular structures which are sparse in the wavelet basis. This method combines the sparse representation for the molecule with projection-based techniques used for phase retrieval in X-ray crystallography., Comment: 31 pages, 5 figures, 1 movie

This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood optimization problem, and design a computationally efficient dynamic program that attains its optimal solution. Our proposed framework is scalable, simple to implement, and robust to model uncertainties. We show by extensive numerical experiments that our algorithm accurately estimates the locations in dense and noisy environments, and outperforms alternative methods.

The group synchronization problem involves estimating a collection of group elements from noisy measurements of their pairwise ratios. This task is a key component in many computational problems, including the molecular reconstruction problem in single-particle cryo-electron microscopy (cryo-EM). The standard methods to estimate the group elements are based on iteratively applying linear and non-linear operators, and are not necessarily optimal. Motivated by the structural similarity to deep neural networks, we adopt the concept of algorithm unrolling, where training data is used to optimize the algorithm. We design unrolled algorithms for several group synchronization instances, including synchronization over the group of 3-D rotations: the synchronization problem in cryo-EM. We also apply a similar approach to the multi-reference alignment problem. We show by numerical experiments that the unrolling strategy outperforms existing synchronization algorithms in a wide variety of scenarios.

We study the 2-D super-resolution multi-reference alignment (SR-MRA) problem: estimating an image from its down-sampled, circularly-translated, and noisy copies. The SR-MRA problem serves as a mathematical abstraction of the structure determination problem for biological molecules. Since the SR-MRA problem is ill-posed without prior knowledge, accurate image estimation relies on designing priors that well-describe the statistics of the images of interest. In this work, we build on recent advances in image processing, and harness the power of denoisers as priors of images. In particular, we suggest to use denoisers as projections, and design two computational frameworks to estimate the image: projected expectation-maximization and projected method of moments. We provide an efficient GPU implementation, and demonstrate the effectiveness of these algorithms by extensive numerical experiments on a wide range of parameters and images.

The purpose of this article is to discuss recent advances in the growing field of phase retrieval, and to publicize open problems that we believe will be of interest to mathematicians in general, and algebraists in particular.

This paper studies the sample complexity of learning the $k$ unknown centers of a balanced Gaussian mixture model (GMM) in $\mathbb{R}^d$ with spherical covariance matrix $\sigma^2\mathbf{I}$. In particular, we are interested in the following question: what is the maximal noise level $\sigma^2$, for which the sample complexity is essentially the same as when estimating the centers from labeled measurements? To that end, we restrict attention to a Bayesian formulation of the problem, where the centers are uniformly distributed on the sphere $\sqrt{d}\mathcal{S}^{d-1}$. Our main results characterize the exact noise threshold $\sigma^2$ below which the GMM learning problem, in the large system limit $d,k\to\infty$, is as easy as learning from labeled observations, and above which it is substantially harder. The threshold occurs at $\frac{\log k}{d} = \frac12\log\left( 1+\frac{1}{\sigma^2} \right)$, which is the capacity of the additive white Gaussian noise (AWGN) channel. Thinking of the set of $k$ centers as a code, this noise threshold can be interpreted as the largest noise level for which the error probability of the code over the AWGN channel is small. Previous works on the GMM learning problem have identified the minimum distance between the centers as a key parameter in determining the statistical difficulty of learning the corresponding GMM. While our results are only proved for GMMs whose centers are uniformly distributed over the sphere, they hint that perhaps it is the decoding error probability associated with the center constellation as a channel code that determines the statistical difficulty of learning the corresponding GMM, rather than just the minimum distance., Comment: COLT 2022

We study the problem of recovering a signal $x\in\mathbb{C}^N$ from samples of its phaseless periodic short-time Fourier transform (STFT): the magnitude of the Fourier transform of the signal multiplied by a sliding window $w\in \mathbb{C}^W$. We show that if the window $w$ is known, then a generic signal can be recovered, up to a global phase, from less than 4N phaseless STFT measurements. In the blind case, when the window is unknown, we show that the signal and the window can be determined simultaneously, up to a group of unavoidable ambiguities, from less than 4N+2W measurements. In both cases, our bounds are optimal, up to a constant smaller than two.

We consider the two-dimensional multi-target detection (MTD) problem of estimating a target image from a noisy measurement that contains multiple copies of the image, each randomly rotated and translated. The MTD model serves as a mathematical abstraction of the structure reconstruction problem in single-particle cryo-electron microscopy, the chief motivation of this study. We focus on high noise regimes, where accurate detection of image occurrences within a measurement is impossible. To estimate the image, we develop an expectation-maximization framework that aims to maximize an approximation of the likelihood function. We demonstrate image recovery in highly noisy environments, and show that our framework outperforms the previously studied autocorrelation analysis in a wide range of parameters.

We study the multi-target detection problem of recovering a target signal from a noisy measurement that contains multiple copies of the signal at unknown locations. Motivated by the structure reconstruction problem in cryo-electron microscopy, we focus on the high noise regime, where noise hampers accurate detection of signal occurrences. Previous works proposed an autocorrelation analysis framework to estimate the signal directly from the measurement, without detecting signal occurrences. Specifically, autocorrelation analysis entails finding a signal that best matches the observable autocorrelations by minimizing a least squares objective. This paper extends this line of research by developing a generalized autocorrelation analysis framework that replaces the least squares by a weighted least squares. The optimal weights can be computed directly from the data and guarantee favorable statistical properties. We demonstrate signal recovery from highly noisy measurements, and show that the proposed framework outperforms autocorrelation analysis in a wide range of parameters., Comment: arXiv admin note: text overlap with arXiv:2105.06765

Motivated by the problem of determining the atomic structure of macromolecules using single-particle cryo-electron microscopy (cryo-EM), we study the sample and computational complexities of the sparse multi-reference alignment (MRA) model: the problem of estimating a sparse signal from its noisy, circularly shifted copies. Based on its tight connection to the crystallographic phase retrieval problem, we establish that if the number of observations is proportional to the square of the variance of the noise, then the sparse MRA problem is statistically feasible for sufficiently sparse signals. To investigate its computational hardness, we consider three types of computational frameworks: projection-based algorithms, bispectrum inversion, and convex relaxations. We show that a state-of-the-art projection-based algorithm achieves the optimal estimation rate, but its computational complexity is exponential in the sparsity level. The bispectrum framework provides a statistical-computational trade-off: it requires more observations (so its estimation rate is suboptimal), but its computational load is provably polynomial in the signal's length. The convex relaxation approach provides polynomial time algorithms (with a large exponent) that recover sufficiently sparse signals at the optimal estimation rate. We conclude the paper by discussing potential statistical and algorithmic implications for cryo-EM.

We study the dihedral multi-reference alignment problem of estimating the orbit of a signal from multiple noisy observations of the signal, acted on by random elements of the dihedral group. We show that if the group elements are drawn from a generic distribution, the orbit of a generic signal is uniquely determined from the second moment of the observations. This implies that the optimal estimation rate in the high noise regime is proportional to the square of the variance of the noise. This is the first result of this type for multi-reference alignment over a non-abelian group with a non-uniform distribution of group elements. Based on tools from invariant theory and algebraic geometry, we also delineate conditions for unique orbit recovery for multi-reference alignment models over finite groups (namely, when the dihedral group is replaced by a general finite group) when the group elements are drawn from a generic distribution. Finally, we design and study numerically three computational frameworks for estimating the signal based on group synchronization, expectation-maximization, and the method of moments.

Image processing problems in general, and in particular in the field of single-particle cryo-electron microscopy, often require considering images up to their rotations and translations. Such problems were tackled successfully when considering images up to rotations only, using quantities which are invariant to the action of rotations on images. Extending these methods to cases where translations are involved is more complicated. Here we present a computationally feasible and theoretically sound approximate invariant to the action of rotations and translations on images. It allows one to approximately reduce image processing problems to similar problems over the sphere, a compact domain acted on by the group of 3D rotations, a compact group. We show that this invariant is induced by a family of mappings deforming, and thereby compactifying, the group structure of rotations and translations of the plane, i.e., the group of rigid motions, into the group of 3D rotations. Furthermore, we demonstrate its viability in two image processing tasks: multi-reference alignment and classification. To our knowledge, this is the first instance of a quantity that is either exactly or approximately invariant to rotations and translations of images that both rests on a sound theoretical foundation and also applicable in practice., Comment: 34 pages, 9 figures, for code see https://github.com/idohadi/CompactificationImageProcessing

The multi-reference alignment (MRA) problem entails estimating an image from multiple noisy and rotated copies of itself. If the noise level is low, one can reconstruct the image by estimating the missing rotations, aligning the images, and averaging out the noise. While accurate rotation estimation is impossible if the noise level is high, the rotations can still be approximated, and thus can provide indispensable information. In particular, learning the approximation error can be harnessed for efficient image estimation. In this paper, we propose a new computational framework, called Synch-EM, that consists of angular synchronization followed by expectation-maximization (EM). The synchronization step results in a concentrated distribution of rotations; this distribution is learned and then incorporated into the EM as a Bayesian prior. The learned distribution also dramatically reduces the search space, and thus the computational load, of the EM iterations. We show by extensive numerical experiments that the proposed framework can significantly accelerate EM for MRA in high noise levels, occasionally by a few orders of magnitude, without degrading the reconstruction quality.

We consider the two-dimensional multi-target detection problem of recovering a target image from a noisy measurement that contains multiple copies of the image, each randomly rotated and translated. Motivated by the structure reconstruction problem in single-particle cryo-electron microscopy, we focus on the high noise regime, where the noise hampers accurate detection of the image occurrences. We develop an autocorrelation analysis framework to estimate the image directly from a measurement with an arbitrary spacing distribution of image occurrences, bypassing the estimation of individual locations and rotations. We conduct extensive numerical experiments, and demonstrate image recovery in highly noisy environments. The code to reproduce all numerical experiments is publicly available at https://github.com/krshay/MTD-2D.

This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator maintains its asymptotic optimality for statistical models with group symmetry, including MRA. Then, we conduct a comprehensive numerical study and show that the GMM substantially outperforms the classical method of moments, whose application to MRA has been studied thoroughly in the literature. We also formulate the GMM to estimate a three-dimensional molecular structure using cryo-electron microscopy and present numerical results on simulated data.

The $q$-th order spectrum is a polynomial of degree $q$ in the entries of a signal $x\in\mathbb{C}^N$, which is invariant under circular shifts of the signal. For $q\geq 3$, this polynomial determines the signal uniquely, up to a circular shift, and is called a high-order spectrum. The high-order spectra, and in particular the bispectrum ($q=3$) and the trispectrum ($q=4$), play a prominent role in various statistical signal processing and imaging applications, such as phase retrieval and single-particle reconstruction. However, the dimension of the $q$-th order spectrum is $N^{q-1}$, far exceeding the dimension of $x$, leading to increased computational load and storage requirements. In this work, we show that it is unnecessary to store and process the full high-order spectra: a signal can be characterized uniquely, up to symmetries, from only $N+1$ linear measurements of its high-order spectra. The proof relies on tools from algebraic geometry and is corroborated by numerical experiments.

We consider the multi-target detection problem of estimating a two-dimensional target image from a large noisy measurement image that contains many randomly rotated and translated copies of the target image. Motivated by single-particle cryo-electron microscopy, we focus on the low signal-to-noise regime, where it is difficult to estimate the locations and orientations of the target images in the measurement. Our approach uses autocorrelation analysis to estimate rotationally and translationally invariant features of the target image. We demonstrate that, regardless of the level of noise, our technique can be used to recover the target image when the measurement is sufficiently large., Comment: 20 pages, 5 figures

Multi-reference alignment entails estimating a signal in $\mathbb{R}^L$ from its circularly-shifted and noisy copies. This problem has been studied thoroughly in recent years, focusing on the finite-dimensional setting (fixed $L$). Motivated by single-particle cryo-electron microscopy, we analyze the sample complexity of the problem in the high-dimensional regime $L\to\infty$. Our analysis uncovers a phase transition phenomenon governed by the parameter $\alpha = L/(\sigma^2\log L)$, where $\sigma^2$ is the variance of the noise. When $\alpha>2$, the impact of the unknown circular shifts on the sample complexity is minor. Namely, the number of measurements required to achieve a desired accuracy $\varepsilon$ approaches $\sigma^2/\varepsilon$ for small $\varepsilon$; this is the sample complexity of estimating a signal in additive white Gaussian noise, which does not involve shifts. In sharp contrast, when $\alpha\leq 2$, the problem is significantly harder and the sample complexity grows substantially quicker with $\sigma^2$.

We study super-resolution multi-reference alignment, the problem of estimating a signal from many circularly shifted, down-sampled, and noisy observations. We focus on the low SNR regime, and show that a signal in $\mathbb{R}^M$ is uniquely determined when the number $L$ of samples per observation is of the order of the square root of the signal's length $(L=O(\sqrt{M}))$. Phrased more informally, one can square the resolution. This result holds if the number of observations is proportional to at least 1/SNR$^3$. In contrast, with fewer observations recovery is impossible even when the observations are not down-sampled ($L=M$). The analysis combines tools from statistical signal processing and invariant theory. We design an expectation-maximization algorithm and demonstrate that it can super-resolve the signal in challenging SNR regimes.

Motivated by the X-ray crystallography technology to determine the atomic structure of biological molecules, we study the crystallographic phase retrieval problem, arguably the leading and hardest phase retrieval setup. This problem entails recovering a K-sparse signal of length N from its Fourier magnitude or, equivalently, from its periodic auto-correlation. Specifically, this work focuses on the fundamental question of uniqueness: what is the maximal sparsity level K/N that allows unique mapping between a signal and its Fourier magnitude, up to intrinsic symmetries. We design a systemic computational technique to affirm uniqueness for any specific pair (K,N), and establish the following conjecture: the Fourier magnitude determines a generic signal uniquely, up to intrinsic symmetries, as long as K<=N/2. Based on group-theoretic considerations and an additional computational technique, we formulate a second conjecture: if K

The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can be interpreted as variants of Douglas-Rachford splitting. In this work, we establish a connection between Douglas-Rachford and gradient algorithms. Specifically, we show that in some cases a generalization of Douglas-Rachford, called relaxed-reflect-reflect (RRR), can be viewed as gradient descent on a certain objective function. The solutions coincide with the critical points of that objective, which---in contrast to standard gradient techniques---are not its minimizers. Using the objective function, we give simple proofs of some basic properties of the RRR algorithm. Specifically, we describe its set of solutions, show a local convexity around any solution, and derive stability guarantees. Nevertheless, in its present state, the analysis does not elucidate the remarkable empirical performance of RRR and its global properties.

We introduce a framework for recovering an image from its rotationally and translationally invariant features based on autocorrelation analysis. This work is an instance of the multi-target detection statistical model, which is mainly used to study the mathematical and computational properties of single-particle reconstruction using cryo-electron microscopy (cryo-EM) at low signal-to-noise ratios. We demonstrate with synthetic numerical experiments that an image can be reconstructed from rotationally and translationally invariant features and show that the reconstruction is robust to noise. These results constitute an important step towards the goal of structure determination of small biomolecules using cryo-EM., Comment: 5 pages, 3 figures

Single-particle cryo-Electron Microscopy (EM) has become a popular technique for determining the structure of challenging biomolecules that are inaccessible to other technologies. Recent advances in automation, both in data collection and data processing, have significantly lowered the barrier for non-expert users to successfully execute the structure determination workflow. Many critical data processing steps, however, still require expert user intervention in order to converge to the correct high-resolution structure. In particular, strategies to identify homogeneous populations of particles rely heavily on subjective criteria that are not always consistent or reproducible among different users. Here, we explore the use of unsupervised strategies for particle sorting that are compatible with the autonomous operation of the image processing pipeline. More specifically, we show that particles can be successfully sorted based on a simple statistical model for the distribution of scores assigned during refinement. This represents an important step towards the development of automated workflows for protein structure determination using single-particle cryo-EM., Comment: 12 pages, 7 figures

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.

Motivated by the structure reconstruction problem in single-particle cryo-electron microscopy, we consider the multi-target detection model, where multiple copies of a target signal occur at unknown locations in a long measurement, further corrupted by additive Gaussian noise. At low noise levels, one can easily detect the signal occurrences and estimate the signal by averaging. However, in the presence of high noise, which is the focus of this paper, detection is impossible. Here, we propose two approaches---autocorrelation analysis and an approximate expectation maximization algorithm---to reconstruct the signal without the need to detect signal occurrences in the measurement. In particular, our methods apply to an arbitrary spacing distribution of signal occurrences. We demonstrate reconstructions with synthetic data and empirically show that the sample complexity of both methods scales as 1/SNR^3 in the low SNR regime., Comment: 13 pages, 8 figures

We consider the multi-target detection problem of recovering a set of signals that appear multiple times at unknown locations in a noisy measurement. In the low noise regime, one can estimate the signals by first detecting occurrences, then clustering and averaging them. In the high noise regime however, neither detection nor clustering can be performed reliably, so that strategies along these lines are destined to fail. Notwithstanding, using autocorrelation analysis, we show that the impossibility to detect and cluster signal occurrences in the presence of high noise does not necessarily preclude signal estimation. Specifically, to estimate the signals, we derive simple relations between the autocorrelations of the observation and those of the signals. These autocorrelations can be estimated accurately at any noise level given a sufficiently long measurement. To recover the signals from the observed autocorrelations, we solve a set of polynomial equations through nonlinear least-squares. We provide analysis regarding well-posedness of the task, and demonstrate numerically the effectiveness of the method in a variety of settings. The main goal of this work is to provide theoretical and numerical support for a recently proposed framework to image 3-D structures of biological macromolecules using cryo-electron microscopy in extreme noise levels., Comment: arXiv admin note: text overlap with arXiv:1810.00226

Frequency-resolved optical gating (FROG) is a popular technique for complete characterization of ultrashort laser pulses. The acquired data in FROG, called FROG trace, is the Fourier magnitude of the product of the unknown pulse with a time-shifted version of itself, for several different shifts. To estimate the pulse from the FROG trace, we propose an algorithm that minimizes a smoothed non-convex least-squares objective function. The method consists of two steps. First, we approximate the pulse by an iterative spectral algorithm. Then, the attained initialization is refined based upon a sequence of block stochastic gradient iterations. The algorithm is theoretically simple, numerically scalable, and easy-to-implement. Empirically, our approach outperforms the state-of-the-art when the FROG trace is incomplete, that is, when only few shifts are recorded. Simulations also suggest that the proposed algorithm exhibits similar computational cost compared to a state-of-the-art technique for both complete and incomplete data. In addition, we prove that in the vicinity of the true solution, the algorithm converges to a critical point. A Matlab implementation is publicly available at https://github.com/samuelpinilla/FROG., Comment: Simulations and comparisons are being added

Motivated by the task of 2-D classification in single particle reconstruction by cryo-electron microscopy (cryo-EM), we consider the problem of heterogeneous multireference alignment of images. In this problem, the goal is to estimate a (typically small) set of target images from a (typically large) collection of observations. Each observation is a rotated, noisy version of one of the target images. For each individual observation, neither the rotation nor which target image has been rotated are known. As the noise level in cryo-EM data is high, clustering the observations and estimating individual rotations is challenging. We propose a framework to estimate the target images directly from the observations, completely bypassing the need to cluster or register the images. The framework consists of two steps. First, we estimate rotation-invariant features of the images, such as the bispectrum. These features can be estimated to any desired accuracy, at any noise level, provided sufficiently many observations are collected. Then, we estimate the images from the invariant features. Numerical experiments on synthetic cryo-EM datasets demonstrate the effectiveness of the method. Ultimately, we outline future developments required to apply this method to experimental data.

Single-particle cryo-electron microscopy (cryo-EM) has recently joined X-ray crystallography and NMR spectroscopy as a high-resolution structural method to resolve biological macromolecules. In a cryo-EM experiment, the microscope produces images called micrographs. Projections of the molecule of interest are embedded in the micrographs at unknown locations, and under unknown viewing directions. Standard imaging techniques first locate these projections (detection) and then reconstruct the 3-D structure from them. Unfortunately, high noise levels hinder detection. When reliable detection is rendered impossible, the standard techniques fail. This is a problem, especially for small molecules. In this paper, we pursue a radically different approach: we contend that the structure could, in principle, be reconstructed directly from the micrographs, without intermediate detection. The aim is to bring small molecules within reach for cryo-EM. To this end, we design an autocorrelation analysis technique that allows to go directly from the micrographs to the sought structures. This involves only one pass over the micrographs, allowing online, streaming processing for large experiments. We show numerical results and discuss challenges that lay ahead to turn this proof-of-concept into a complementary approach to state-of-the-art algorithms., Comment: Older citations to this paper refer to version arXiv:1810.00226v1, parts of which now appear in: Tamir Bendory, Nicolas Boumal, William Leeb, Eitan Levin, and Amit Singer. "Multi-target detection with application to cryo-electron microscopy." Inverse Problems 35, no. 10 (2019): 104003

The problem of recovering a pair of signals from their blind phaseless short-time Fourier transform measurements arises in several important phase retrieval applications, including ptychography and ultra-short pulse characterization. In this paper, we prove that in order to determine a pair of generic signals uniquely, up to trivial ambiguities, the number of phaseless measurements one needs to collect is, at most, five times the number of parameters required to describe the signals. This result improves significantly upon previous papers, which required the number of measurements to be quadratic in the number of parameters rather than linear. In addition, we consider the simpler problem of recovering a pair of generic signals from their blind short-time Fourier transform, when the phases are known. In this setting, which can be understood as a special case of the blind deconvolution problem, we show that the number of measurements required to determine the two signals, up to trivial ambiguities, equals exactly the number of parameters to be recovered. As a side result, we study the classical phase retrieval problem---that is, recovering a signal from its Fourier magnitudes---when some entries of the signal are known apriori. We derive a bound on the number of required measurements as a function of the size of the set of known entries. Specifically, we show that if most of the signal's entries are known, then only a few Fourier magnitudes are necessary to determine a signal uniquely.

We study the ubiquitous super-resolution problem, in which one aims at localizing positive point sources in an image, blurred by the point spread function of the imaging device. To recover the point sources, we propose to solve a convex feasibility program, which simply finds a nonnegative Borel measure that agrees with the observations collected by the imaging device. In the absence of imaging noise, we show that solving this convex program uniquely retrieves the point sources, provided that the imaging device collects enough observations. This result holds true if the point spread function of the imaging device can be decomposed into horizontal and vertical components, and if the translations of these components form a Chebyshev system, i.e., a system of continuous functions that loosely behave like algebraic polynomials. Building upon recent results for one-dimensional signals [1], we prove that this super-resolution algorithm is stable, in the generalized Wasserstein metric, to model mismatch (i.e., when the image is not sparse) and to additive imaging noise. In particular, the recovery error depends on the noise level and how well the image can be approximated with well-separated point sources. As an example, we verify these claims for the important case of a Gaussian point spread function. The proofs rely on the construction of novel interpolating polynomials---which are the main technical contribution of this paper---and partially resolve the question raised in [2] about the extension of the standard machinery to higher dimensions.

Single-Particle Reconstruction (SPR) in Cryo-Electron Microscopy (cryo-EM) is the task of estimating the 3D structure of a molecule from a set of noisy 2D projections, taken from unknown viewing directions. Many algorithms for SPR start from an initial reference molecule, and alternate between refining the estimated viewing angles given the molecule, and refining the molecule given the viewing angles. This scheme is called iterative refinement. Reliance on an initial, user-chosen reference introduces model bias, and poor initialization can lead to slow convergence. Furthermore, since no ground truth is available for an unsolved molecule, it is difficult to validate the obtained results. This creates the need for high quality ab initio models that can be quickly obtained from experimental data with minimal priors, and which can also be used for validation. We propose a procedure to obtain such an ab initio model directly from raw data using Kam's autocorrelation method. Kam's method has been known since 1980, but it leads to an underdetermined system, with missing orthogonal matrices. Until now, this system has been solved only for special cases, such as highly symmetric molecules or molecules for which a homologous structure was already available. In this paper, we show that knowledge of just two clean projections is sufficient to guarantee a unique solution to the system. This system is solved by an optimization-based heuristic. For the first time, we are then able to obtain a low-resolution ab initio model of an asymmetric molecule directly from raw data, without 2D class averaging and without tilting. Numerical results are presented on both synthetic and experimental data.