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Principal Manifold Estimation via Model Complexity Selection
1Department of Biostatistics, Brown University School of Public Health, Providence, RI 02903, USA.
Abstract:
We propose a framework of principal manifolds to model high-dimensional data. This framework is based on Sobolev spaces and designed to model data of any intrinsic dimension. It includes principal component analysis and principal curve algorithm as special cases. We propose a novel method for model complexity selection to avoid overfitting, eliminate the effects of outliers, and improve the computation speed. Additionally, we propose a method for identifying the interiors of circle-like curves and cylinder/ball-like surfaces. The proposed approach is compared to existing methods by simulations and applied to estimate tumor surfaces and interiors in a lung cancer study.
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