Voronoi Density Estimator for High-Dimensional Data: Computation, Compactification and Convergence

Fuente: arXiv
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Main Authors: Polianskii, Vladislav, Marchetti, Giovanni Luca, Kravberg, Alexander, Varava, Anastasiia, Pokorny, Florian T., Kragic, Danica
Format: Preprint
Published: 2022
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author Polianskii, Vladislav
Marchetti, Giovanni Luca
Kravberg, Alexander
Varava, Anastasiia
Pokorny, Florian T.
Kragic, Danica
author_facet Polianskii, Vladislav
Marchetti, Giovanni Luca
Kravberg, Alexander
Varava, Anastasiia
Pokorny, Florian T.
Kragic, Danica
contents The Voronoi Density Estimator (VDE) is an established density estimation technique that adapts to the local geometry of data. However, its applicability has been so far limited to problems in two and three dimensions. This is because Voronoi cells rapidly increase in complexity as dimensions grow, making the necessary explicit computations infeasible. We define a variant of the VDE deemed Compactified Voronoi Density Estimator (CVDE), suitable for higher dimensions. We propose computationally efficient algorithms for numerical approximation of the CVDE and formally prove convergence of the estimated density to the original one. We implement and empirically validate the CVDE through a comparison with the Kernel Density Estimator (KDE). Our results indicate that the CVDE outperforms the KDE on sound and image data.
format Preprint
id arxiv_https___arxiv_org_abs_2206_08051
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Voronoi Density Estimator for High-Dimensional Data: Computation, Compactification and Convergence
Polianskii, Vladislav
Marchetti, Giovanni Luca
Kravberg, Alexander
Varava, Anastasiia
Pokorny, Florian T.
Kragic, Danica
Methodology
Computational Geometry
The Voronoi Density Estimator (VDE) is an established density estimation technique that adapts to the local geometry of data. However, its applicability has been so far limited to problems in two and three dimensions. This is because Voronoi cells rapidly increase in complexity as dimensions grow, making the necessary explicit computations infeasible. We define a variant of the VDE deemed Compactified Voronoi Density Estimator (CVDE), suitable for higher dimensions. We propose computationally efficient algorithms for numerical approximation of the CVDE and formally prove convergence of the estimated density to the original one. We implement and empirically validate the CVDE through a comparison with the Kernel Density Estimator (KDE). Our results indicate that the CVDE outperforms the KDE on sound and image data.
title Voronoi Density Estimator for High-Dimensional Data: Computation, Compactification and Convergence
topic Methodology
Computational Geometry
url https://arxiv.org/abs/2206.08051