Manifold reconstruction and denoising from scattered data in high dimension

In this paper, we present a method for denoising and reconstruction of low-dimensional manifold in high-dimensional space. We suggest a multidimensional extension of the Locally Optimal Projection algorithm which was introduced by Lipman et al. in 2007 for surface reconstruction in 3D. The method bypasses the curse of dimensionality and avoids the need for carrying out dimensional reduction. It is based on a non-convex optimization problem, which leverages a generalization of the outlier robust L1-median to higher dimensions while generating noise-free quasi-uniformly distributed points reconstructing the unknown low-dimensional manifold. We develop a new algorithm and prove that it converges to a local stationary solution with a bounded linear rate of convergence in case the starting point is close enough to the local minimum. In addition, we show that its approximation order is $O(h^2)$, where $h$ is the representative distance between the given points. We demonstrate the effectiveness of our approach by considering different manifold topologies with various amounts of noise, including a case of a manifold of different co-dimensions at different locations.