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Minimax adaptive estimation in manifold inference

Vincent Divol 1, 2 
1 DATASHAPE - Understanding the Shape of Data
CRISAM - Inria Sophia Antipolis - Méditerranée , Inria Saclay - Ile de France
Abstract : We focus on the problem of manifold estimation: given a set of observations sampled close to some unknown submanifold M , one wants to recover information about the geometry of M . Minimax estimators which have been proposed so far all depend crucially on the a priori knowledge of parameters quantifying the underlying distribution generating the sample (such as bounds on its density), whereas those quantities will be unknown in practice. Our contribution to the matter is twofold. First, we introduce a one-parameter family of manifold estimators (M t) t≥0 based on a localized version of convex hulls, and show that for some choice of t, the corresponding estimator is minimax on the class of models of C 2 manifolds introduced in [Genovese et al., Manifold estimation and singular deconvolution under Hausdorff loss]. Second, we propose a completely data-driven selection procedure for the parameter t, leading to a minimax adaptive manifold estimator on this class of models. This selection procedure actually allows us to recover the Hausdorff distance between the set of observations and M , and can therefore be used as a scale parameter in other settings, such as tangent space estimation.
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Submitted on : Tuesday, October 26, 2021 - 6:33:15 PM
Last modification on : Friday, July 8, 2022 - 10:05:57 AM


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Vincent Divol. Minimax adaptive estimation in manifold inference. Electronic Journal of Statistics , 2021, ⟨10.1214/21-EJS1934⟩. ⟨hal-02440881v3⟩



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