Manifold learning in statistical tasks

A.V. Bernstein

Skolkovo Institute of Science and Technology, Moscow, 143026 Russia

Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, 127051 Russia

For citation: Bernstein A.V. Manifold learning in statistical tasks. Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2018, vol. 160, no. 2, pp. 229–242. 

Для цитирования: Bernstein A.V. Manifold learning in statistical tasks // Учен. зап. Казан. ун-та. Сер. Физ.-матем. науки. – 2018. – Т. 160, кн. 2. – С. 229–242. 

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For citation: Bernstein A.V. Manifold learning in statistical tasks. Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2018, vol. 160, no. 2, pp. 229–242.

Для цитирования: Bernstein A.V. Manifold learning in statistical tasks // Учен. зап. Казан. ун-та. Сер. Физ.-матем. науки. – 2018. – Т. 160, кн. 2. – С. 229–242. 

Abstract

Many tasks of data analysis deal with high-dimensional data, and curse of dimensionality is an obstacle to the use of many methods for their solving. In many applications, real-world data occupy only a very small part of high-dimensional observation space, the intrinsic dimension of which is essentially lower than the dimension of this space. A popular model for such data is a manifold model in accordance with which data lie on or near an unknown low-dimensional data manifold (DM) embedded in an ambient high-dimensional space. Data analysis tasks studied under this assumption are referred to as the manifold learning ones. Their general goal is to discover a low-dimensional structure of high-dimensional manifold valued data from the given dataset. If dataset points are sampled according to an unknown probability measure on the DM, we face statistical problems on manifold valued data. The paper gives a short review of statistical problems regarding high-dimensional manifold valued data and the methods for solving them.

Keywords: data analysis, mathematical statistics, manifold learning, manifold estimation, density on manifold estimation, regression on manifolds

Acknowledgements. This work was supported by the Russian Science Foundation (project no. 14-50-00150).

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Received

October 17, 2017

   

Bernstein Alexander Vladimirovich, Doctor of Physical and Mathematical Sciences, Professor of the Center for Computational and Data-Intensive Science and Engineering; Leading Researcher of the Intelligent Data Analysis and Predictive Modeling Laboratory

Skolkovo Institute of Science and Technology

ul. Nobelya, 3, Territory of the Innovation Center "Skolkovo'', Moscow, 143026 Russia

Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Bolshoy Karetny pereulok 19, str. 1, Moscow, 127051 Russia

E-mail:  a.bernstein@skoltech.ru

 

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