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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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166333499665 · Jun 202019922001200920172026
48 results for intrinsic dimension estimation

New estimators for intrinsic dimension and Wasserstein distance improve OT accuracy.

problem Intrinsic dimension estimation and Wasserstein distance estimation in large-scale OT.
method Introduces novel estimators for intrinsic dimension and Wasserstein distance.
result Simple, tuning-free estimator of OT and fast intrinsic dimension estimator.

The paper corrects biases in estimating intrinsic dimension and differential entropy.

problem Systematic bias in estimating intrinsic dimension and differential entropy.
method A bias-corrected estimator for both measures is proposed, highlighting shared steps and useful consequences.
result Simultaneous estimation of differential entropy and intrinsic dimension provides complementary perspectives on underlying manifolds.

eDCF estimates intrinsic dimension using local connectivity.

problem Challenges in estimating intrinsic dimension due to scale dependence.
method eDCF: a novel, scalable, and parallelizable method based on Connectivity Factor (CF).
result eDCF consistently matches leading estimators with comparable MAE and higher exact intrinsic dimension match rates.

We propose a new method for estimating the intrinsic dimension of a dataset by applying the principle of regularized maximum likelihood to the distances between close neighbors. We propose a regularization scheme which is motivated by divergence minimization principles. We derive the estimator by a Poisson process appr…

2012-03-15abs ↗pdf ↗

We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension DD of the conditioning variable is larger than the sample size nn, estimation and inference is feasible as long as the distribution of the conditioning variable has small intrinsic…

2019-01-11abs ↗pdf ↗

Estimates intrinsic dimension of data sets robustly to noise.

problem Estimating intrinsic dimension of noisy data sets.
method Quantum Cognition Machine Learning for data representation and spectral gap detection.
result Robust estimation of intrinsic dimension in the presence of Gaussian noise.

Low-dimensional structure in images helps deep learning models generalize better.

problem Understanding the intrinsic dimensionality of images for better model performance.
method Applied dimension estimation tools to popular image datasets and used GANs to manipulate intrinsic dimensionality.
result Natural image datasets have very low intrinsic dimensionality, which aids neural networks in learning and generalizing.

New method estimates intrinsic dimensionality using angles, not distances.

problem Estimating local intrinsic dimensionality accurately.
method Introduces a new estimator using the distribution of angles between neighbor points.
result New estimator behaves similarly but complementarily to existing measures of intrinsic dimensionality.

The existing approaches to intrinsic dimension estimation usually are not reliable when the data are nonlinearly embedded in the high dimensional space. In this work, we show that the explicit accounting to geometric properties of unknown support leads to the polynomial correction to the standard maximum likelihood est…

2019-04-12abs ↗pdf ↗

New research shows common ID estimators in neural representations are inaccurate.

problem Inaccurate estimation of intrinsic dimensions in neural representations.
method Theoretical and empirical investigation of ID estimators in neural representations.
result Common ID estimators do not accurately reflect the true underlying ID of neural representations.

This survey reviews dimension estimation methods for datasets.

problem Understanding the intrinsic dimension of high-dimensional datasets.
method Categorizes dimension estimation methods by geometric information: tangential, parametric, and topological.
result Many dimension estimation methods may overfit and not generalize well.

This work introduces a protocol to automatically select the correct range of scales for meaningful Intrinsic Dimension estimation.

problem The Intrinsic Dimension (ID) varies with scale in real-world datasets, leading to erroneous results.
method The protocol selects the correct range of scales by ensuring constant density of data points.
result The method provides a robust and scale-adaptive approach to estimating meaningful Intrinsic Dimension.

New method estimates deep neural network's intrinsic dimension for better generalization.

problem Estimating intrinsic dimension of deep neural networks for generalization.
method Topological data analysis (TDA) and persistent homology (PHD).
result Efficient algorithm to estimate PHD in deep neural networks.

Improved manifold-adaptive dimension estimator for better data complexity assessment.

problem Estimating intrinsic dimensionality of complex data.
method Revised and improved Farahmand-Szepesvári-Audibert (FSA) estimator, incorporating probability density function and median.
result Median-FSA estimator outperforms existing methods in accuracy and robustness.

Information about intrinsic dimension is crucial to perform dimensionality reduction, compress information, design efficient algorithms, and do statistical adaptation. In this paper we propose an estimator for the intrinsic dimension of a data set. The estimator is based on binary neighbourhood information about the ob…

2017-11-08abs ↗pdf ↗

Develops deep generative models for stratified learning.

problem Challenges in learning distributions on stratified spaces with varying dimensions and singularities.
method Two generative frameworks: sieve maximum likelihood and diffusion-based.
result Establishes convergence rates and consistency for estimating intrinsic dimensions and number of strata.

A new method uses diffusion models to efficiently estimate local intrinsic dimensionality of data.

problem Estimating the local intrinsic dimensionality of high-dimensional data.
method Developed a method using the Fokker-Planck equation associated with diffusion models to estimate local intrinsic dimensionality.
result Diffusion models can effectively estimate local intrinsic dimensionality, outperforming existing methods in accuracy and speed.

Study improves denoising score matching under relaxed manifold assumptions.

problem Improving denoising score matching under relaxed manifold assumptions.
method Model density with nonparametric Gaussian mixtures, relax manifold assumption, derive non-asymptotic bounds.
result Non-asymptotic bounds on approximation and generalization errors, rates of convergence determined by intrinsic dimension.

Dimension Estimation (DE) and Dimension Reduction (DR) are two closely related topics, but with quite different goals. In DE, one attempts to estimate the intrinsic dimensionality or number of latent variables in a set of measurements of a random vector. However, in DR, one attempts to project a random vector, either l…

2019-09-24abs ↗pdf ↗

Paper examines global Covid-19 data complexity and finds low intrinsic dimensions.

problem Understanding the complexity of Covid-19 data across countries.
method Used a Bayesian mixture model (Hidalgo) to estimate intrinsic dimensionality.
result Covid-19 data projects onto two low-dimensional manifolds without significant loss of information.

Adaptive framework for learning latent space dimensions in GANs.

problem Inadequate latent space dimensions lead to poor generative models for complex data.
method Proposes a novel framework (LWGAN) that adaptively learns latent dimensions of data manifolds.
result Proves that the estimated intrinsic dimension is a consistent estimate of the true data manifold dimension.

Study recovers Riemannian quantities from noisy data densities.

problem Recovering geometric structure from noisy data on submanifolds.
method Derive uniform small-noise expansions of noisy density and its derivatives; construct estimators for tangent spaces, intrinsic dimension, and second fundamental form.
result Fundamental Riemannian quantities identifiable from density derivatives.

The paper tackles transfer learning for growing matrix representations, improving estimation accuracy.

problem Structured matrix estimation under growing ambient dimensions and latent representations.
method Proposes a general transfer framework decomposing target parameters into embedded source components, low-rank innovations, and sparse edits. Develops an anchored alternating projection estimator.
result Establishes deterministic error bounds that separate target noise, representation growth, and source estimation error, yielding improved rates.

Bayesian neural networks achieve optimal posterior contraction rates in Besov spaces with intrinsic dimensionality.

problem High-dimensional structured estimation problems with unknown smoothness levels.
method Sparse Bayesian neural networks with either sparse or continuous shrinkage priors.
result Optimal posterior contraction rates are achieved, adapting to the unknown smoothness level of the true function.

The paper proposes a least squares method for binary compressive sampling with low intrinsic dimension signals.

problem Recovering signals from binary measurements with noise and sign flips.
method Least squares decoder for signals with low generative intrinsic dimension.
result The least squares decoder achieves a sharp estimation error of O(klog(Ln)m)O(\sqrt{\frac{k\log (Ln)}{m}}) under certain conditions.

New metric explains neural network performance, simplifying generalization error calculation.

problem Precise characterization of neural network generalization error.
method Introducing Representation Gap, linking to intrinsic dimension and equivariant diffusion models.
result Asymptotic equivalent of Representation Gap is governed by intrinsic dimension, easy to estimate.

Paper infers intrinsic dimension from quasi-convex measurements.

problem Inferring intrinsic dimension from measurements by quasi-convex functions.
method Developed a method using filtration of Dowker complexes based on discrete data of point orderings.
result Correct intrinsic dimension can be inferred in the limit of large data under generic assumptions.

The paper improves GANs' theoretical guarantees for low-dimensional data.

problem Theoretical guarantees for GANs' statistical accuracy remain pessimistic.
method Analytical derivation of statistical guarantees on estimated densities.
result Theoretical rates of convergence for GANs and BiGANs are derived.

TOFU-POV tackles partially observed linear bandits, achieving sublinear regret with low-dimensional action vectors.

problem Stochastic linear bandits with partially observed actions in settings like recommendation and healthcare.
method TOFU-POV estimates latent action subspace, imputes missing actions, and runs OFUL in low-dimensional coordinates.
result TOFU-POV achieves T\sqrt{T} regret scaling with intrinsic subspace dimension, improving upon natural baselines.

Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a manifold). We show that k-NN regression is also adaptive to intrinsic dimension. …

2011-10-19abs ↗pdf ↗

For data living in a manifold MRmM\subseteq \mathbb{R}^m and a point pMp\in M we consider a statistic Uk,nU_{k,n} which estimates the variance of the angle between pairs of vectors XipX_i-p and XjpX_j-p, for data points XiX_i, XjX_j, near pp, and evaluate this statistic as a tool for estimation of the intrinsic dimension o…

2018-05-04abs ↗pdf ↗