Generative model for optimal density estimation on unknown manifold
Statistics Theory
2025-06-25 v1 Statistics Theory
Abstract
We propose a generative model that achieves minimax-optimal convergence rates for estimating probability distributions supported on unknown low-dimensional manifolds. Building on Fefferman's solution to the geometric Whitney problem, our estimator is itself supported on a submanifold that matches the regularity of the data's support. This geometric adaptation enables the estimator to be simultaneously minimax-optimal for all -H\"older Integral Probability Metrics (IPMs) with . We validate our approach through experiments on synthetic and real datasets, demonstrating competitive or superior performance compared to Wasserstein GAN and score-based generative models.
Cite
@article{arxiv.2506.19587,
title = {Generative model for optimal density estimation on unknown manifold},
author = {Arthur Stéphanovitch},
journal= {arXiv preprint arXiv:2506.19587},
year = {2025}
}