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Maximum Likelihood Estimation of Intrinsic Dimension

Published 1 December 2004
Elizaveta Levina, Peter J. Bickel
Citations709

TL;DR

A new method for estimating intrinsic dimension of a dataset derived by applying the principle of maximum likelihood to the distances between close neighbors is proposed, which has the best overall performance compared with two other intrinsic dimension estimators.

Abstract

We propose a new method for estimating intrinsic dimension of a dataset derived by applying the principle of maximum likelihood to the distances between close neighbors. We derive the estimator by a Poisson process approximation, assess its bias and variance theo-retically and by simulations, and apply it to a number of simulated and real datasets. We also show it has the best overall performance compared with two other intrinsic dimension estimators. 1

Keywords

Computer Science