Estimating dimension From small samples
نویسنده
چکیده
Dclails of a ncw algorirh~n lo cstimatc thc dirnc~~sion of a mcasurc tioru point s a m p l a arc clescribcd, T!ic ncw algorill~rn emphasizes rhal di~ncnsion ncctl no( be Il~e sarnc at dl scnlcs, 1l1a1 is, t l ~c r c ncctl not bc a "scaling rcgion. '~Ilc i\\gorilhm is ucriLcd with Gaussian o~c,~surcs and is found to bc rcliablc ancl hirvc Lcss domanding clnla rctl\~ircmcnts t h a n coavcn~ional cstimators. Using ccrtair: convcrgcncc prol~crlit.s of Gaussian nicasurcs, il is s11owr1 lhnr good cstimalcs can be madc florn vcry snlnlI silmplcs.
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