Convergence of the Reach for a Sequence of Gaussian-Embedded Manifolds

preprint2016arXivOpen access

Abstract

Motivated by questions of manifold learning, we study a sequence of random manifolds, generated by embedding a fixed, compact manifold MM into Euclidean spheres of increasing dimension via a sequence of Gaussian mappings. One of the fundamental smoothness parameters of manifold learning theorems is the reach, or critical radius, of MM. Roughly speaking, the reach is a measure of a manifold's departure from convexity, which incorporates both local curvature and global topology. This paper develops limit theory for the reach of a family of random, Gaussian-embedded, manifolds, establishing both almost sure convergence for the global reach, and a fluctuation theory for both it and its local version. The global reach converges to a constant well known both in the reproducing kernel Hilbert space theory of Gaussian processes, as well as in their extremal theory.

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