Density estimation on an unknown submanifold

DOI10.1214/21-EJS1826MaRDI QIDQ2044375zbMATH OpenFDO

Authors Clément Berenfeld, M. Hoffmann

Publication date 9 August 2021

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.08477

zbMATH Keywords

adaptive density estimationkernel methodsLepski's methodmanifold reconstructionnonparametric estimationpoint clouds

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Statistics on manifolds (62R30)

Abstract: We investigate density estimation from a $n$-sample in the Euclidean space $mathbb{R}^D$, when the data is supported by an unknown submanifold $M$ of possibly unknown dimension $d<D$ under a reach condition. We study nonparametric kernel methods for pointwise loss, with data-driven bandwidths that incorporate some learning of the geometry via a local dimension estimator. When $f$ has H"older smoothness $$ and $M$ has regularity $alpha$, our estimator achieves the rate $$ and does not depend on the ambient dimension $D$ and is asymptotically minimax for $$. Following Lepski's principle, a bandwidth selection rule is shown to achieve smoothness adaptation. We also investigate the case $$: by estimating in some sense the underlying geometry of $M$, we establish in dimension $d=1$ that the minimax rate is $$ proving in particular that it does not depend on the regularity of $M$. Finally, a numerical implementation is conducted on some case studies in order to confirm the practical feasibility of our estimators.

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Cited in

(16)

• Density estimation on manifolds with boundary
• Methods of density estimation on the Grassmann manifold
• Uniform estimation of sub-Riemannian balls
• Measure estimation on manifolds: an optimal transport approach
• Nonparametric ridge estimation
• Universally consistent estimation of the reach
• Optimal reach estimation and metric learning
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• Estimating a density near an unknown manifold: a Bayesian nonparametric approach
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• Distortion Corrected Kernel Density Estimator on Riemannian Manifolds
• Rates of convergence for nonparametric estimation of singular distributions using generative adversarial networks
• Kernel density estimation for a stochastic process with values in a Riemannian manifold

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