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The Umeyama algorithm for matching correlated Gaussian geometric models in the low-dimensional regime

Shuyang Gong
Zhangsong Li
Abstract

Motivated by the problem of matching two correlated random geometric graphs, we study the problem of matching two Gaussian geometric models correlated through a latent node permutation. Specifically, given an unknown permutation π\pi^* on {1,,n}\{1,\ldots,n\} and given nn i.i.d. pairs of correlated Gaussian vectors {Xπ(i),Yi}\{X_{\pi^*(i)},Y_i\} in Rd\mathbb{R}^d with noise parameter σ\sigma, we consider two types of (correlated) weighted complete graphs with edge weights given by Ai,j=Xi,XjA_{i,j}=\langle X_i,X_j \rangle, Bi,j=Yi,YjB_{i,j}=\langle Y_i,Y_j \rangle. The goal is to recover the hidden vertex correspondence π\pi^* based on the observed matrices AA and BB. For the low-dimensional regime where d=O(logn)d=O(\log n), Wang, Wu, Xu, and Yolou [WWXY22+] established the information thresholds for exact and almost exact recovery in matching correlated Gaussian geometric models. They also conducted numerical experiments for the classical Umeyama algorithm. In our work, we prove that this algorithm achieves exact recovery of π\pi^* when the noise parameter σ=o(d3n2/d)\sigma=o(d^{-3}n^{-2/d}), and almost exact recovery when σ=o(d3n1/d)\sigma=o(d^{-3}n^{-1/d}). Our results approach the information thresholds up to a poly(d)\operatorname{poly}(d) factor in the low-dimensional regime.

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