Let’s explain in more detail the condition of item c). If there is more then one latent
parameter, metric parities between them are coordinated with scales of actual repre-
sentation, and degrees of their dependence on accessible dimensions can be compared
among themselves. Hence, every two smooth curves in R
N +n
are compatible on de-
gree of visibility in actual space (i.e., on the sum of nonzero local projections on R
N
),
that is, among them there is the best in this sense. We can not know both the value n
and nature of latent parameters, but, if some curve as their combination dominates over
others in the specified sense (’main hyper-surface’ of the sample, in a considered case
it’s ’main curve’), then it will be automatically reconstructed on the proposed way.
4 Clusters with Longitude
We shall search at first stages of algorithm for some natural longitude of the cluster,
considering variations of empirical density as displays of non-linearity in X ⊂ R
N +n
,
which determine local relations between latent and actual coordinates.
4.1 Algorithm in Case of One Additional Dimension
1. Choose model of a layer (for example, unique Gaussian kernel) that describe local
features of realization of sample in R
N
, including both geometrical and stochastic com-
ponents. It is important to provide transformability of the density function p
L
on a layer
in R
N
in a density p
L
′
of a prototype of this layer L
′
in R
N +1
.
2. Build approximation of the whole empirical distribution in the form of convo-
lution of discrete set of points with the model of a layer (normal mixture with equal
weights and fixed kernel is an example). Let F
a
be the functional of the quality of
approximation, C is a set of central points of the mixture C ⊗ L =
P
1
K
L(c
k
).
3. Build smooth ordering the centers of a mixture. It’s the central item of the method.
Let F
b
be a functional of quality of approximation of the discrete sequence of the centers
c
k
by some smooth curve S in R
N
. Let s
k
be the nearest to centers c
k
points on S.
Obligatory condition consists in that smooth should be either the evolution of distances
on S between new centers of consecutive layers. These restrictive condition gives an
opportunity of representation C in R
N
as a projection of some smooth uniform chain
C
′
merged in space R
N +1
.
4. Build prototype S
′
⊂ R
N +1
of the curve S ⊂ R
N
so that images s
′
k
∈ S
′
of
consecutive points from S settle down through the same intervals equal to the maximal
distance between consecutive centers in C. Corresponding fragments become horizon-
tal in R
N +1
(i.e., parallel to R
N
in immersion S
′
⊂ R
N +1
).
5. Fill extended space with models L
′
of the layer L transformed from dimension
R
N
to R
N +1
. The goal is to construct smooth tube S as an approximation of the proto-
type distribution in R
N +1
. The simplest way is to choose lot of equidistant points and
place transformed layers uniformly with corresponding small weights.
6. Projecting S back in R
N
, we receive improved estimation of the empirical den-
sity.
It is above presented the simple structure of algorithm which basic elements are
available in a ready form in MatLab environment. Furthermore, if back projections on
95