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arXiv 2302.12693cs.LGmath.STstat.MLstat.TH
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非高斯信号的Wasserstein投影寻踪

Wasserstein Projection Pursuit of Non-Gaussian Signals

Technical University of Munich(慕尼黑工业大学)

Satyaki Mukherjee, Soumendu Sundar Mukherjee, Debarghya Ghoshdastidar

摘要:

我们认为一般的降维问题定位在高维数据云,一个$k$维非高斯子空间的有趣的功能。我们使用投影寻踪的方法-我们搜索相互正交的单位方向,最大限度地提高2-Wasserstein距离的经验分布的数据投影沿这些方向从一个标准的高斯。生成模型下,有一个潜在的(未知的)低维非高斯子空间,我们证明严格的统计保证近似这个未知的子空间的准确性,我们的投影寻踪方法发现的方向。我们的研究结果在该制度的数据维数是可比的样本量,从而补充了最近的文献上的不可行性,通过投影追踪定位感兴趣的方向在互补制度的数据维数是远远大于样本量。

英文摘要:

We consider the general dimensionality reduction problem of locating in a high-dimensional data cloud, a $k$-dimensional non-Gaussian subspace of interesting features. We use a projection pursuit approach -- we search for mutually orthogonal unit directions which maximise the 2-Wasserstein distance of the empirical distribution of data-projections along these directions from a standard Gaussian. Under a generative model, where there is a underlying (unknown) low-dimensional non-Gaussian subspace, we prove rigorous statistical guarantees on the accuracy of approximating this unknown subspace by the directions found by our projection pursuit approach. Our results operate in the regime where the data dimensionality is comparable to the sample size, and thus supplement the recent literature on the non-feasibility of locating interesting directions via projection pursuit in the complementary regime where the data dimensionality is much larger than the sample size.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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