Information and Inference: A Journal of the IMA (2013) 2, 69–114 doi:10.1093/imaiai/iat003 Tangent space estimation for smooth embeddings of Riemannian manifolds R

Numerous dimensionality reduction problems in data analysis involve the recovery of low-dimensional models or the learning of manifolds underlying sets of data. Many manifold learning methods require the estimation of the tangent space of the manifold at a point from locally available data samples. Local sam-pling conditions such as (i) the size of the neighborhood (sampling width) and (ii) the number of samples in the neighborhood (sampling density) affect the performance of learning algorithms. In this work, we propose a theoretical analysis of local sampling conditions for the estimation of the tangent space at a point P lying on an m-dimensional Riemannian manifold S in Rn. Assuming a smooth embedding of S in Rn, we estimate the tangent space TPS by performing a principal component analysis (PCA) on points sampled from the neighborhood of P on S. Our analysis explicitly takes into account the second-order properties of the manifold at P, namely the principal curvatures as well as the higher-order terms. We consider a random sampling framework and leverage recent results from random matrix theory to derive conditions on the sampling width and the local sampling density for an accurate estimation of tangent subspaces. We measure the estimation accuracy by the angle between the estimated tangent space T̂PS and the true tangent space TPS and we give conditions for this angle to be bounded with high probabil-ity. In particular, we observe that the local sampling conditions are highly dependent on the correlation between the components in the second-order local approximation of the manifold. We finally provide numerical simulations to validate our theoretical findings