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NIPS
2004

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Maximum Likelihood Estimation of Intrinsic Dimension

13 years 6 months ago

Maximum Likelihood Estimation of Intrinsic Dimension

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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 theoretically 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.

Elizaveta Levina, Peter J. Bickel

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Added	31 Oct 2010
Updated	31 Oct 2010
Type	Conference
Year	2004
Where	NIPS
Authors	Elizaveta Levina, Peter J. Bickel

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