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A Wiener Process Perspective on Local Intrinsic Dimension Estimation Methods

AAAI 2025 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Score-based generative modeling analysis · 0 citations (OpenAlex)

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Analyzes parametric LID estimators (LIDL/FLIPD, ID-NF/ID-DM, NB) through the Wiener process and Fick's second law, deriving closed-form LIDL bias for flat manifolds with non-uniform densities.

Problem

Parametric local intrinsic dimension (LID) estimators built on noise-diffused data densities behave unpredictably when their assumptions (small diffusion time, flat manifold, nice density) fail; their errors are not well characterized analytically.

Approach

Views Gaussian noise addition as a Wiener process and applies Fick's second law to replace time derivatives of the diffused density with spatial Laplacians, yielding closed-form expressions for the LIDL estimator's bias as a function of the on-manifold density and dimension (flat manifolds, uniform/normal/hypercube/parallel-plane/intersecting cases).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use density-model Laplacian estimates to improve LIDL at higher diffusion times under non-uniform densitiesLIDL · Higher diffusion times with non-uniform densitiesLID estimation accuracyHelped

Surprising findings

Limitations

Experimental setup

Metrics: LIDL estimate bias as a function of diffusion time t

Baselines: LIDL FLIPD ID-NF ID-DM NB

Builds on: LIDL FLIPD ID-NF ID-DM NB

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