Abstract

For data living in a manifold M⊆Rm and a point p∈M, we consider a statistic Uk,n which estimates the variance of the angle between pairs (Xi−p,Xj−p) of vectors, for data points Xi, Xj, near p, and we evaluate this statistic as a tool for estimation of the intrinsic dimension of M at p. Consistency of the local dimension estimator is established and the asymptotic distribution of Uk,n is found under minimal regularity assumptions. Performance of the proposed methodology is compared against state-of-the-art methods on simulated data and real datasets.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.