Asymptotic mutual information in quadratic estimation problems over compact groups

Abstract Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ‘signal’ belonging to a high-dimensional compact group, given noisy pairwise observations of a featurization of this signal. We establish a quantitative comparison between the signal-observation mutual information in any such problem with that in a simpler model with linear observations, using interpolation methods. For group synchronization, our result proves a replica formula for the asymptotic mutual information and Bayes-optimal mean-squared-error. Via analyses of this replica formula, we show that the conjectural phase transition threshold for computationally efficient weak recovery of the signal is determined by a classification of the real-irreducible components of the observed group representation (s), and we fully characterize the information-theoretic limits of estimation in the example of angular/phase synchronization over SO (2) /U (1). For quadratic assignment, we study observations given by a kernel matrix of pairwise similarities and a randomly permutated and noisy counterpart, and we show in a bounded signal-to-noise regime that the asymptotic mutual information coincides with that in a Bayesian spiked model with i. i. d. signal prior.