Local angles and dimension estimation from data on manifolds

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Authors Adolfo J. Quiroz, Mateo Díaz, Mauricio Velasco
Journal/Conference Name Journal of Multivariate Analysis
Paper Category
Paper Abstract For data living in a manifold $M\subseteq \mathbb{R}^m$ and a point $p\in M$ we consider a statistic $U_{k,n}$ which estimates the variance of the angle between pairs of vectors $X_i-p$ and $X_j-p$, for data points $X_i$, $X_j$, near $p$, and 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 $U_{k,n}$ is found under minimal regularity assumptions. Performance of the proposed methodology is compared against state-of-the-art methods on simulated data.
Date of publication 2018
Code Programming Language Matlab
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