作者
Anna V Little, Jason Lee, Yoon-Mo Jung, Mauro Maggioni
发表日期
2009/8/31
研讨会论文
2009 IEEE/SP 15th Workshop on Statistical Signal Processing
页码范围
85-88
出版商
IEEE
简介
The problem of estimating the intrinsic dimensionality of certain point clouds is of interest in many applications in statistics and analysis of high-dimensional data sets. Our setting is the following: the points are sampled from a manifold M of dimension k, embedded in Ropf D , with k Lt D, and corrupted by D-dimensional noise. When M is a linear manifold (hyperplane), one may analyse this situation by SVD, hoping the noise would perturb the rank k covariance matrix. When M is a nonlinear manifold, SVD performed globally may dramatically overestimate the intrinsic dimensionality. We discuss a multiscale version SVD that is useful in estimating the intrinsic dimensionality of nonlinear manifolds.
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