从噪声距离中重建流形的内在几何,精度达误差O(ε log ε⁻¹)。
Reconstruction of Manifold Distances from Noisy Observations
- 通过估计期望距离函数的L2范数构建鲁棒聚类
- 在有界曲率与正注入半径下实现距离恢复误差为O(ε log ε⁻¹)
- 适用于存在缺失观测的场景,且可推广至更广度量空间
我们研究从噪声成对距离观测中重建流形内在几何的问题。设 $M$ 为直径为1的d维流形,$μ$ 为与体积测度绝对连续的概率测度。给定 $μ$ 独立同分布的样本 $X_1,\.\.\. ,X_N$,并观测到与真实测地距离 $d(X_j,X_k)$ 相关的噪声距离 $d'(X_j,X_k)$。在噪声分布与独立性满足弱假设下,本文提出新框架,可在足够密集的子样本中恢复所有点间的真实距离。该方法改进了以往依赖已知矩的独立同分布加性噪声的假设。核心是通过新方法估计 $f_x(y)=\mathbb{E}d'(x,y)$ 的 $L_2$ 范数,构建以样本点为中心的鲁棒聚类。利用新的几何论证,在有界曲率和正注入半径的弱几何假设下,证明距离恢复误差为 $O(\varepsilon \log \varepsilon^{-1})$。提出了两种算法:第一种样本复杂度 $N \asymp \varepsilon^{-2d-2}\log(1/\varepsilon)$,运行时间 $o(N^3)$;第二种引入新颖几何思想,值得进一步研究。当存在缺失观测时,只要采样概率有定量下界,即可修改第一种算法的聚类构造,并保持全部恢复保证。主要技术结果揭示了距离恢复所需流形性质,暗示方法可扩展至更广义度量概率空间。
原文摘要 · Abstract (English)
We consider the problem of reconstructing the intrinsic geometry of a manifold from noisy pairwise distance observations. Specifically, let $M$ denote a diameter 1 d-dimensional manifold and $μ$ a probability measure on $M$ that is mutually absolutely continuous with the volume measure. Suppose $X_1,\dots,X_N$ are i.i.d. samples of $μ$ and we observe noisy-distance random variables $d'(X_j, X_k)$ that are related to the true geodesic distances $d(X_j,X_k)$. With mild assumptions on the distributions and independence of the noisy distances, we develop a new framework for recovering all distances between points in a sufficiently dense subsample of $M$. Our framework improves on previous work which assumed i.i.d. additive noise with known moments. Our method is based on a new way to estimate $L_2$-norms of certain expectation-functions $f_x(y)=\mathbb{E}d'(x,y)$ and use them to build robust clusters centered at points of our sample. Using a new geometric argument, we establish that, under mild geometric assumptions--bounded curvature and positive injectivity radius--these clusters allow one to recover the true distances between points in the sample up to an additive error of $O(\varepsilon \log \varepsilon^{-1})$. We develop two distinct algorithms for producing these clusters. The first achieves a sample complexity $N \asymp \varepsilon^{-2d-2}\log(1/\varepsilon)$ and runtime $o(N^3)$. The second introduces novel geometric ideas that warrant further investigation. In the presence of missing observations, we show that a quantitative lower bound on sampling probabilities suffices to modify the cluster construction in the first algorithm and extend all recovery guarantees. Our main technical result also elucidates which properties of a manifold are necessary for the distance recovery, which suggests further extension of our techniques to a broader class of metric probability spaces.
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