Fitting a putative manifold to noisy data
Abstract: We give a solution to the following question from manifold learning. Suppose data belonging to a high dimensional Euclidean space is drawn independently, identically distributed from a measure supported on a low dimensional twice differentiable embedded compact manifold M, and is corrupted by a small amount of i.i.d gaussian noise. How can we produce a manifold M whose Hausdorff distance to M is small and whose reach (normal injectivity radius) is not much smaller than the reach of M? This…