Minimax Manifold Estimation

Genovese, Christopher, Perone-Pacifico, Marco, Verdinelli, Isabella, Wasserman, Larry

arXiv.org Machine Learning 

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.

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