Intrinsic Dimensionality Estimation for Data Points in Local Region

Xiaorong Wang () and Aiqing Xu ()
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Xiaorong Wang: Nanjing University of Finance and Economics
Aiqing Xu: Nanjing University of Finance and Economics

Sankhya B: The Indian Journal of Statistics, 2019, vol. 81, issue 1, No 7, 123-132

Abstract: Abstract Intrinsic dimensionality estimation plays a pivotal role in dealing with high-dimensional datasets. In this work, we aim to develop a robust dimensionality estimation algorithm by investigating the intrinsic dimensionality estimation methods for data points in its local region. Our method is able to effectively utilise the geometric information in the local region for dimensionality. We also show different methods to improve the estimation by using perspectives from the local region and different preprocessing methods.

Keywords: Numerical analysis; Probabilistic methods; Models of computation; Nonparametric inference; Estimation; Primary 62G05; Secondary 62P30 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s13571-018-0156-3

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