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 theK-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. Furthermore, we provide theoretical and empirical results for multi-iterationK-means and expectation-maximization, showing that the bias is persistent even after hundreds of iterations of these algorithms. 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.

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.

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 one 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.

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 $\sigma^2\bm{I}$. 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 \emph{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 \emph{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.

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 complexity 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 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.

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 three-dimensional 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 three-dimensional rotations. Furthermore, we demonstrate its viability in two image processing tasks: multireference 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 is applicable in practice.

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 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.

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 rotational and translational invariants 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.

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.

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 a priori. 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.

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 (SNR) (the signal energy divided by the noise variance) in order to drive the mean-square error 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$\omega (1/ \mathrm {SNR}^{3})$. In this paper, using a generalization of the Chapman–Robbins bound for orbits and expansions of the$\chi ^{2}$divergence at low SNR, we show that in the same regime the sample complexity for any aperiodic translation distribution scales as$\omega (1/ \mathrm {SNR}^{2})$. This rate is achieved by a simple spectral algorithm. We propose two additional algorithms based on non-convex optimization and expectation–maximization. We also draw a connection between the multireference alignment problem and the spiked covariance model.

The problem of recovering a signal from its power spectrum is called phase retrieval. This problem appears in a variety of scientific applications, such as ultra-short laser pulse characterization and diffraction imaging. However, the problem for one-dimensional signals is ill-posed as there is no one-to-one mapping between a one-dimensional signal and its power spectrum. In the field of ultra-short laser pulse characterization, it is common to overcome this ill-posedness by using a technique called Frequency-Resolved Optical Gating (FROG). In FROG, the measured data, referred to as FROG trace, is the Fourier magnitude of the product of the underlying signal with several translated versions of itself. Therefore, in order to recover a signal from its FROG trace, one needs to invert a system of phaseless quartic equations. In this paper, we explore the symmetries and uniqueness of the FROG mapping. Our main result states that a signal bandlimited to B is determined uniquely, up to symmetries, by only 3B FROG measurements.

In recent years, the mathematical and algorithmic aspects of the phase retrieval problem have received considerable attention. Many papers in this area mention crystallography as a principal application. In crystallography, the signal to be recovered is periodic and comprised of atomic distributions arranged homogeneously in the unit cell of the crystal. The crystallographic problem is both the leading application and one of the hardest forms of phase retrieval. We have constructed a graded set of benchmark problems for evaluating algorithms that perform this type of phase retrieval. The data, publicly available online from https://github.com/veitelser/phase-retrieval-benchmarks, is provided in an easily interpretable format. We also propose a simple and unambiguous success/failure criterion based on the actual needs in crystallography. Baseline runtimes were obtained with an iterative algorithm that is similar but more transparent than those used in crystallography. Empirically, the runtimes grow exponentially with respect to a new hardness parameter: the sparsity of the signal autocorrelation. We also review the algorithms used by the leading software packages. This set of benchmark problems, we hope, will encourage the development of new algorithms for the phase retrieval problem in general, and crystallography in particular.

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.

The problem of recovering a signal from its phaseless short-time Fourier transform (STFT) measurements arises in several applications, such as ultra-short pulse measurements and ptychography. The redundancy offered by the STFT enables unique recovery under mild conditions. We show that in some cases, the principle eigenvector of a designed matrix recovers the underlying signal. This matrix is constructed as the solution of a simple least-squares problem. When these conditions are not met, we suggest to use this principle eigenvector to initialize a gradient algorithm, minimizing a non-convex loss function. We prove that under appropriate conditions, this initialization results in a good estimate of the underlying signal. We further analyze the geometry of the loss function and show empirically that the gradient algorithm is robust to noise. Our method is both efficient and enjoys theoretical guarantees.

The problem of recovering a signal from its power spectrum, called phase retrieval, arises in many scientific fields. One of many examples is ultrashort laser pulse characterization, in which the electromagnetic field is oscillating with ~1015 Hz and phase information cannot be measured directly due to limitations of the electronic sensors. Phase retrieval is ill-posed in most of the cases, as there are many different signals with the same Fourier transform magnitude. To overcome this fundamental ill-posedness, several measurement techniques are used in practice. One of the most popular methods for complete characterization of ultrashort laser pulses is the frequency-resolved optical gating (FROG). In FROG, the acquired data are the power spectrum of the product of the unknown pulse with its delayed replica. Therefore, the measured signal is a quartic function of the unknown pulse. A generalized version of FROG, where the delayed replica is replaced by a second unknown pulse, is called blind FROG. In this case, the measured signal is quadratic with respect to both pulses. In this letter, we introduce and formulate FROG-type techniques. We then show that almost all band-limited signals are determined uniquely, up to trivial ambiguities, by blind FROG measurements (and thus also by FROG), if in addition we have access to the signals power spectrum.

This letter considers the problem of recovering a positive stream of Diracs on a sphere from its projection onto the space of low-degree spherical harmonics, namely, from its low-resolution version. We suggest recovering the Diracs via a tractable convex optimization problem. The resulting recovery error is proportional to the noise level and depends on the density of the Diracs. We validate the theory by numerical experiments.