Identifiable but Hard to Estimate: Rotation in Equally Spaced Overcomplete ICA

원문 초록

How many observations are needed to estimate a common rotation in two-dimensional overcomplete independent component analysis? We study equally spaced mixing columns with known source count, common source law, and column norm. For a fixed non-Gaussian fourth-order Gram-Charlier source law, the rotation is identifiable modulo the column spacing. Yet the sample size for fixed relative angular accuracy grows exponentially with the source count. We characterize this sample size, up to absolute constants, by the reciprocal of the squared Hellinger distance between two rotations separated by half the column spacing. An explicit radially weighted phase estimator attains this scale uniformly over the rotation family, using the observation radius to prevent cancellation in the mean of an angular harmonic. We also determine the exact exponential decay rate of single-observation total variation for the same pair. This gives bounds on the sample size exponent; its exact value remains open. Finally, a noisy binary-source example shows how an exact zero line of the observed characteristic function can have an exponentially small normal derivative.