Intrinsic Dimension

An Intrinsic Dimension is the smallest number of variables needed to represent a relation between datasets, functions or signals.

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References

2015

• (Wikipedia, 2015) ⇒ http://wikipedia.org/wiki/Intrinsic_dimension
  • QUOTE: For an N-variable function f, the set of variables can be represented as an N-dimensional vector x:

f=f(x)   where   x=(x₁, x₂, ..., x_N)

If for some M-variable function g and M × N matrix A is it the case that

• for all x ; f(x)=g(Ax),
• M is the smallest number for which the above relation between f and g can be found,then the intrinsic dimension of f is M.

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