Polynomial-Time Optimal Group Selection via the Double-Commutator Eigenvalue Problem

· Source: cs.LG updates on arXiv.org · Field: Science & Research — Mathematics & Computational Sciences, Research Methodology & Innovation · Depth: Expert, extended

Summary

This paper introduces a polynomial-time algorithm for the "group selection" problem within the algebraic diversity (AD) framework, which replaces temporal averaging with algebraic group action for second-order statistical estimation. The previously intractable combinatorial problem of finding a finite group whose spectral decomposition best matches an M-dimensional observation's covariance is reduced to a generalized eigenvalue problem (GEVP) derived from the double commutator of the covariance matrix. The proposed algorithm achieves a complexity of $O(d^{2}M^{2}+d^{3})$, providing a closed-form, non-iterative solution where the minimum eigenvector directly constructs the optimal group generator. This reduction is proven to be exact for specific structured signals, including periodic, symmetric, and chirp signals, and offers a certifiable optimality gap. The work establishes a new problem class linking group theory, matrix analysis, and statistical estimation, distinguishing itself from related methods like JADE and simultaneous diagonalization by its polynomial-time, closed-form, and certifiable nature.

Key takeaway

This research presents a novel polynomial-time algorithm, with complexity $O(d^{2}M^{2}+d^{3})$, for the critical "group selection" problem in algebraic diversity, which aims to find the optimal finite group for second-order statistical estimation from a single $M$-dimensional observation. The method reduces this combinatorial challenge to a generalized eigenvalue problem, providing a closed-form, certifiable optimal group generator via the minimum eigenvector, and is particularly valuable for signal processing, machine learning, and data science professionals seeking efficient, provably optimal solutions for structured data analysis where traditional methods are computationally intractable.

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Editorial summary, takeaway, and curation by AIssential. Original article published by cs.LG updates on arXiv.org.