Intrinsic Dimension Estimation Using Packing Numbers

Balázs Kégl · 2002

We propose a new algorithm to estimate the intrinsic dimension of data sets. The method is based on geometric properties of the data and requires neither parametric assumptions on the data generating model nor input parameters to set. The method is compared to a similar, widely-used algorithm from the same family of geometric techniques. Experiments show that our method is more robust in terms of the data generating distribution and more reliable in the presence of noise.

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