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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Curvature-driven manifold fitting under unbounded isotrop...
Ruowei Li, Zhigang Yao · 2026-01-15 · via math.ST updates on arXiv.org

Manifold fitting aims to reconstruct a low-dimensional manifold from high-dimensional data, whose framework is established by Fefferman et al. \cite{fefferman2020reconstruction,fefferman2021reconstruction}. This paper studies the recovery of a compact $C^3$ submanifold $\mathcal{M} \subset \mathbb{R}^D$ with dimension $d<D$ and positive reach $τ$ from observations $Y = X + ξ$, where $X$ is uniformly distributed on $\mathcal{M}$ and $ξ\sim \mathcal{N}(0, σ^2 I_D)$ denotes isotropic Gaussian noise. To project any points $z$ in a tubular neighborhood $Γ$ of $\mathcal{M}$ onto $\mathcal{M}$, we construct a sample-based estimator $F:Γ\to\mathbb{R}^D$ by a normalized local kernel with the theoretically derived bandwidth $r = c_Dσ$. Under a sample size of $O(σ^{-3d-5})$, we establish with high probability the uniform asymptotic expansion \[ F(z) = π(z) + \frac{d}{2} H_{π(z)} σ^2 + O(σ^3), \qquad z \in Γ, \] where $π(z)$ is the projection of $z$ onto $\mathcal{M}$ and $H_{π(z)}$ is the mean curvature vector of $\mathcal{M}$ at $π(z)$. The resulting manifold $F(Γ)$ has reach bounded below by $c τ$ for $c>0$ and achieves a state-of-the-art Hausdorff distance of $O(σ^2)$ to $\mathcal{M}$. Numerical experiments confirm the quadratic decay of the reconstruction error and demonstrate the computational efficiency of the estimator $F$. Our work provides a curvature-driven framework for denoising and reconstructing manifolds with second-order accuracy.