Manifold Learning with Noisy Data: Dimension Reduction and Support Estimation
Institut des Hautes Etudes Scientifiques (IHES) via YouTube
Overview
Syllabus
Intro
Dimension reduction
Manifold learning: some ideas (no noise)
Noisy data. What happens with noise? Geometric ideas
Additive noise: examples
Support estimation: deconvolution with Gaussian noise and (truncated) Hausdorff loss
Robustness to the assumptions on the noise
First question: identifiability
Identifiability theorem
When does HD hold? Simple facts.
When does HD hold? Geometrical condition
When does HD hold? Examples of supports
Second question: estimation (upper bound)
Take-home message
Taught by
Institut des Hautes Etudes Scientifiques (IHES)