Estimation of Algebraic Sets: Extending PCA Beyond Linearity
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866912518095503360 |
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| author | González-Sanz, Alberto Mordant, Gilles Samperio, Álvaro Sen, Bodhisattva |
| author_facet | González-Sanz, Alberto Mordant, Gilles Samperio, Álvaro Sen, Bodhisattva |
| contents | An algebraic set is defined as the zero locus of a system of real polynomial equations. In this paper we address the problem of recovering an unknown algebraic set $\mathcal{A}$ from noisy observations of latent points lying on $\mathcal{A}$ -- a task that extends principal component analysis, which corresponds to the purely linear case. Our procedure consists of three steps: (i) constructing the {\it moment matrix} from the Vandermonde matrix associated with the data set and the degree of the fitted polynomials, (ii) debiasing this moment matrix to remove the noise-induced bias, (iii) extracting its kernel via an eigenvalue decomposition of the debiased moment matrix. These steps yield $n^{-1/2}$-consistent estimators of the coefficients of a set of generators for the ideal of polynomials vanishing on $\mathcal{A}$. To reconstruct $\mathcal{A}$ itself, we propose three complementary strategies: (a) compute the zero set of the fitted polynomials; (b) build a semi-algebraic approximation that encloses $\mathcal{A}$; (c) when structural prior information is available, project the estimated coefficients onto the corresponding constrained space. We prove (nearly) parametric asymptotic error bounds and show that each approach recovers $\mathcal{A}$ under mild regularity conditions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_01976 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Estimation of Algebraic Sets: Extending PCA Beyond Linearity González-Sanz, Alberto Mordant, Gilles Samperio, Álvaro Sen, Bodhisattva Statistics Theory 62R01, 62H25 An algebraic set is defined as the zero locus of a system of real polynomial equations. In this paper we address the problem of recovering an unknown algebraic set $\mathcal{A}$ from noisy observations of latent points lying on $\mathcal{A}$ -- a task that extends principal component analysis, which corresponds to the purely linear case. Our procedure consists of three steps: (i) constructing the {\it moment matrix} from the Vandermonde matrix associated with the data set and the degree of the fitted polynomials, (ii) debiasing this moment matrix to remove the noise-induced bias, (iii) extracting its kernel via an eigenvalue decomposition of the debiased moment matrix. These steps yield $n^{-1/2}$-consistent estimators of the coefficients of a set of generators for the ideal of polynomials vanishing on $\mathcal{A}$. To reconstruct $\mathcal{A}$ itself, we propose three complementary strategies: (a) compute the zero set of the fitted polynomials; (b) build a semi-algebraic approximation that encloses $\mathcal{A}$; (c) when structural prior information is available, project the estimated coefficients onto the corresponding constrained space. We prove (nearly) parametric asymptotic error bounds and show that each approach recovers $\mathcal{A}$ under mild regularity conditions. |
| title | Estimation of Algebraic Sets: Extending PCA Beyond Linearity |
| topic | Statistics Theory 62R01, 62H25 |
| url | https://arxiv.org/abs/2508.01976 |