Local linear regression on manifolds and its geometric interpretation

Ming-Yen Cheng, Hau-tieng Wu

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)1421-1434
Number of pages14
JournalJournal of the American Statistical Association
Volume108
Issue number504
DOIs
Publication statusPublished - 1 Dec 2013

User-Defined Keywords

  • Diffusion map
  • Dimension reduction
  • High-dimensional data
  • Manifold learning
  • Nonparametric regression

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