Department of Mathematics,
Yale University

"Non-Parametric Estimation of Manifolds from Noisy Data"

Nov 29, 2021 Schedule:

2:30 to 3:30 PM Eastern Time (US and Canada)

Meeting # 92567655620

Abstract:

A common task in many data-driven applications is to find a low dimensional manifold that describes the data accurately. Estimating a manifold from noisy samples has proven to be a challenging task. Indeed, even after decades of research, there is no (computationally tractable) algorithm that accurately estimates a manifold from noisy samples with a constant level of noise.

In this talk, we will present a method that estimates a manifold and its tangent in the ambient space. Moreover, we establish rigorous convergence rates, which are essentially as good as existing convergence rates for function estimation.

This is a joint work with Barak Sober.