Minimax Manifold Estimation
Genovese, Christopher, Perone-Pacifico, Marco, Verdinelli, Isabella, Wasserman, Larry
We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M of dimension d embedded in R^D given a noisy sample from the manifold. We assume that the manifold satisfies a smoothness condition and that the noise distribution has compact support. We show that the optimal rate of convergence is n^{-2/(2+d)}. Thus, the minimax rate depends only on the dimension of the manifold, not on the dimension of the space in which M is embedded.
Sep-28-2011
- Country:
- Europe (0.46)
- North America > United States
- Pennsylvania > Allegheny County > Pittsburgh (0.14)
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- Research Report (0.40)
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