The manifold hypothesis is a widely accepted tenet of machine learning which asserts that nominally highdimensional data are in fact concentrated near a low-dimensional manifold, embedded in high-dimensional space. This phenomenon is observed empirically in many real-world situations, has led to development of a wide range of statistical methods in the last few decades, and has been suggested as a key factor in the success of modern AI technologies. We show that rich and sometimes intricate manifold structure in data can emerge from a generic and remarkably simple statistical model—the latent metric space (LMS) model—via elementary concepts such as latent variables, correlation, and stationarity. This establishes a general statistical explanation for why the manifold hypothesis seems to hold in so many situations. Informed by the LMS model we derive procedures to discover and interpret the geometry of highdimensional data, and explore hypotheses about the data-generating mechanism. These procedures operate under minimal assumptions and make use of well-known dimension reduction methods and graph-analytic algorithms.

Publication:

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

http://dx.doi.org/10.1093/jrsssb/qkag010

Author:

Bing Cheng

Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China

Howell Tong

Department of Statistics, London School of Economics, London, UK

Address for correspondence: Howell Tong, Department of Statistics, London School of Economics, Houghton Street, London WC2A 2AE, UK.

Email: howell.tong@gmail.com