Goodness-of-Fit Tests on Manifolds
نویسندگان
چکیده
We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that observations are noisy samples of submanifold defined by sufficiently smooth map. The observation noise is additive Gaussian. Our main result shows “residual” model fit, solving least-square problem, follows (possibly noncentral) χ 2 distribution. parameters distribution related order and dimension problem. further present method select orders sequentially. demonstrate broad application in machine learning signal processing, including determining rank low-rank complex-valued) matrices tensors from noisy, partial, or indirect observations, number sources demixing, potential applications hidden nodes neural networks.
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2021
ISSN: ['0018-9448', '1557-9654']
DOI: https://doi.org/10.1109/tit.2021.3050469