Statistical Inference for Manifold Similarity and Alignability across Noisy High-Dimensional Datasets
Hongrui Chen, Rong Ma
math.ST, stat.ME, stat.ML, stat.TH
Submitted: 2026-08-15
Updated: 2026-08-18
License: http://creativecommons.org/licenses/by-nc-sa/4.0/
The gist: The rapid growth of high-dimensional datasets across various scientific domains has created a pressing need for new statistical methods to compare distributions supported on their underlying
Terminology
Abstract
The rapid growth of high-dimensional datasets across various scientific domains has created a pressing need for new statistical methods to compare distributions supported on their underlying structures. Assessing similarity between datasets whose samples lie on low-dimensional manifolds requires robust techniques capable of separating meaningful signal from noise. We propose a principled framework for statistical inference of similarity and alignment between distributions supported on manifolds underlying high-dimensional datasets in the presence of heterogeneous noise. The key idea is to link the low-rank structure of observed data matrices to their underlying manifold geometry. By analyzing the spectrum of the sample covariance under a manifold signal-plus-noise model, we develop a scale-invariant distance measure between datasets based on their principal variance structures. We further introduce a consistent estimator for this distance and a statistical test for manifold alignability, and establish their asymptotic properties using random matrix theory. The proposed framework accommodates heterogeneous noise across datasets and offers an efficient, theoretically grounded approach for comparing high-dimensional datasets with low-dimensional manifold structures. Through extensive simulations and analyses of multi-sample single-cell datasets, we demonstrate that our method achieves superior robustness and statistical power compared with existing approaches.
Sources
- A weighted edge-count two-sample test for multivariate and object data
- Asymptotic distribution of spiked eigenvalues in the large signal-plus-noise models
Related papers
- Conformal Prediction for Dyadic Regression Under Complex Missingness
- Bentkus-type asymptotic e-values
- High-Dimensional Asymptotics of Differentially Private PCA
- KL Convergence Guarantees for Score diffusion models under minimal data assumptions
- Geometric bias in eigenspace perturbation under random heterogeneous noise
- On the Asymptotic Inadmissibility of Double Machine Learning Estimators Under Structure-Agnostic Models