Minimax Rate for Diffusion-Guided Local Intrinsic Dimension Estimation based on Fokker-Planck Equation

원문 초록

Diffusion-guided methods have recently emerged as effective tools for probing the intrinsic geometry of high-dimensional data. Understanding their accuracy requires quantifying both (i) finite-scale approximation error relative to the true local intrinsic dimension (LID) and (ii) estimation error from finite samples. We address these two questions for the FLIPD field (Kamkari et al., 2024; arXiv:2406.03537), defined at the population level through the logarithmic scale derivative of a Gaussian-smoothed density and admitting a Fokker--Planck representation. For $\alpha$-smooth densities on a regular $d$-dimensional manifold, we establish a uniform $O(\sigma^2)$ approximation bound relative to the manifold dimension $d$. Under expected integrated squared loss, we prove a minimax lower bound of order $(n\sigma^d)^{-1}$ for estimating the FLIPD field from $n$ observations when $n^{-1/(2\alpha+d)}\le\sigma\le\sigma_0$. A plug-in FLIPD estimator based on the empirical denoising score matching (DSM) solution attains a matching upper bound. Thus the minimax rate is of order $(n\sigma^d)^{-1}$ and it becomes $n^{-2\alpha/(2\alpha+d)}$ at its smallest scale.