Approximate message passing from random initialization with applications to $\mathbb{Z}_{2}$ synchronization

Abstract: This paper is concerned with the problem of reconstructing an unknown rank-one matrix with prior structural information from noisy observations. While computing the Bayes-optimal estimator seems intractable in general due to its nonconvex nature, Approximate Message Passing (AMP) emerges as an efficient first-order method to approximate the Bayes-optimal estimator. However, the theoretical underpinnings of AMP remain largely unavailable when it starts from random initialization, a scheme of critical practical utility. Focusing on a prototypical model called $\mathbb{Z}_{2}$ synchronization, we characterize the finite-sample dynamics of AMP from random initialization, uncovering its rapid global convergence. Our theory provides the first non-asymptotic characterization of AMP in this model without requiring either an informative initialization (e.g., spectral initialization) or sample splitting.