Method of Moments for Estimation of Noisy Curves

Abstract

In this paper, we study the problem of recovering a ground truth high dimensional piecewise linear curve $C^*(t):[0, 1]\to\mathbb{R}^d$ from a high noise Gaussian point cloud with covariance $\sigma^2I$ centered around the curve. We establish that the sample complexity of recovering $C^*$ from data scales with order at least $\sigma^6$. We then show that recovery of a piecewise linear curve from the third moment is locally well-posed, and hence $O(\sigma^6)$ samples is also sufficient for recovery. We propose methods to recover a curve from data based on a fitting to the third moment tensor with a careful initialization strategy and conduct some numerical experiments verifying the ability of our methods to recover curves. All code for our numerical experiments is publicly available on GitHub.