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concept of a {\\textit{geometric multiresolution analysis}} (GMRA) is introduced as a means of analyzing data sets modeled as lying on a potentially low \\(d\\)-dimensional set inside \\(\\mathbb{R}^D\\), \\(D\\) large. The construction consists of three main steps: (1) a multi-scale geometric tree decomposition of a given metric space \\(\\mathcal{M}\\) into subsets \\(\\{C_{j,k}\\}_{k\\in \\mathcal{K}_j,\\, j\\in\\mathbb{Z}}\\) called {\\textit{dyadic cells}}; (2) a \\(d\\)-dimensional affine approximation of each \\(C_{j,k}\\), giving rise to a sequence \\(\\{\\mathcal{M}_j\\}_{j\\in\\mathbb{Z}}\\) of piecewise linear sets ({\\textit{scaling-like spaces}}); and (3) low-dimensional affine encodings of the differences between \\(\\mathcal{M}_{j+1}\\) and \\(\\mathcal{M}_j\\) (wavelet-like projections). Here, \\((\\mathcal{M},\\mu,\\rho)\\) is a Borel probability space with \\(\\mathcal{M}\\subset\\mathbb{R}^D\\). The sequence \\(\\{C_{j,k}\\}\\) is analogous to a dyadic cube decomposition. The term geometric wavelets applies because the definitions build on classical multi-scale geometric measure theory.NEWLINENEWLINEFor \\(c_{j,k}=\\frac{1}{\\mu(C_{j,k})}\\int_{C_{j,k}} x\\, d\\mu\\) the affine space \\(\\mathbb{V}_{j,k}=c_{j,k}+V_{j,k}\\) with \\(V_{j,k}\\) spanned by the columns of the matrix \\(\\Phi_{j,k}\\) in the singular value decomposition \\(\\text{cov}_{j,k}= \\Phi\\Sigma\\Phi^\\ast\\) of the covariance \\(\\text{cov}_{j,k}=\\mathbb{E}_\\mu[(x-c_{j,k})(x-c_{j,k})^\\ast|\\, x\\in C_{j,k}]\\) can be thought of as an approximate tangent space to \\(\\mathcal{M}\\) at \\(c_{j,k}\\) at scale \\(j\\).NEWLINENEWLINELet \\(P_{j,k}=\\Phi_{j,k}\\Phi_{j,k}^\\ast\\) be the projection matrix onto \\(V_{j,k}\\) and define the geometric wavelet subspace \\(W_{j+1,k}=(I-P_{j,k}) V_{j+1,k}\\) and \\(\\Psi_{j+1,k}\\) be the orthogonal matrix of this projection. For \\(x\\in C_{j,k}\\) one sets \\(x_j=P_{\\mathcal{M}_j}(x)=P_{j,k}(x-c_{j,k})+c_{j,k}\\) and \\(Q_{\\mathcal{M}_{j+1}}(x)=x_{j+1}-x_j\\). Then \\(P_{\\mathcal{M}_{j+1}}=P_{\\mathcal{M}_j}+Q_{\\mathcal{M}_{j+1}}\\) and one says that together the sequence of affine operators forms a GMRA. Further details are worked out in the case of manifolds and {\\textit{point cloud}} data and generic algorithms are provided for numerical construction of GMRAs and fast geometric wavelet transforms and their inverses. A series of numerical examples, both synthetic and data driven, is provided. After this, a refined construction of {\\textit{orthogonal}} GMRAs is provided which removes redundancies across scales. Again, pseudo-code is provided for this construction. 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