Principal manifold estimation via model complexity selection

• 成果类型: Article
• 署名作者: Meng, Kun; Eloyan, Ani
• 署名单位: Brown University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/rssb.12416
• 发表日期: 2021
• 页码: 369-394
• 关键词: dimensionality reduction; regularization

摘要

We propose a framework of principal manifolds to model high-dimensional data. This framework is based on Sobolev spaces and designed to model data of any intrinsic dimension. It includes principal component analysis and principal curve algorithm as special cases. We propose a novel method for model complexity selection to avoid overfitting, eliminate the effects of outliers and improve the computation speed. Additionally, we propose a method for identifying the interiors of circle-like curves and cylinder/ball-like surfaces. The proposed approach is compared to existing methods by simulations and applied to estimate tumour surfaces and interiors in a lung cancer study.