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Local linear regression on manifolds and its geometric interpretation

Publication ,  Journal Article
Cheng, MY; Wu, HT
Published in: Journal of the American Statistical Association
January 1, 2013

High-dimensional data analysis has been an active area, and the main focus areas have been variable selection and dimension reduction. In practice, it occurs often that the variables are located on an unknown, lower-dimensional nonlinear manifold. Under this manifold assumption, one purpose of this article is regression and gradient estimation on the manifold, and another is developing a new tool for manifold learning. As regards the first aim, we suggest directly reducing the dimensionality to the intrinsic dimension d of the manifold, and performing the popular local linear regression (LLR) on a tangent plane estimate. An immediate consequence is a dramatic reduction in the computational time when the ambient space dimension p ≫ d. We provide rigorous theoretical justification of the convergence of the proposed regression and gradient estimators by carefully analyzing the curvature, boundary, and nonuniform sampling effects. We propose a bandwidth selector that can handle heteroscedastic errors.With reference to the second aim, we analyze carefully the asymptotic behavior of our regression estimator both in the interior and near the boundary of the manifold, and make explicit its relationship with manifold learning, in particular estimating the Laplace-Beltrami operator of the manifold. In this context, we also make clear that it is important to use a smaller bandwidth in the tangent plane estimation than in the LLR. A simulation study and applications to the Isomap face data and a clinically computed tomography scan dataset are used to illustrate the computational speed and estimation accuracy of our methods. Supplementary materials for this article are available online. © 2013 American Statistical Association.

Duke Scholars

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

January 1, 2013

Volume

108

Issue

504

Start / End Page

1421 / 1434

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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ICMJE
MLA
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Cheng, M. Y., & Wu, H. T. (2013). Local linear regression on manifolds and its geometric interpretation. Journal of the American Statistical Association, 108(504), 1421–1434. https://doi.org/10.1080/01621459.2013.827984
Cheng, M. Y., and H. T. Wu. “Local linear regression on manifolds and its geometric interpretation.” Journal of the American Statistical Association 108, no. 504 (January 1, 2013): 1421–34. https://doi.org/10.1080/01621459.2013.827984.
Cheng MY, Wu HT. Local linear regression on manifolds and its geometric interpretation. Journal of the American Statistical Association. 2013 Jan 1;108(504):1421–34.
Cheng, M. Y., and H. T. Wu. “Local linear regression on manifolds and its geometric interpretation.” Journal of the American Statistical Association, vol. 108, no. 504, Jan. 2013, pp. 1421–34. Scopus, doi:10.1080/01621459.2013.827984.
Cheng MY, Wu HT. Local linear regression on manifolds and its geometric interpretation. Journal of the American Statistical Association. 2013 Jan 1;108(504):1421–1434.

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

January 1, 2013

Volume

108

Issue

504

Start / End Page

1421 / 1434

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics