Intrinsic dimension

In mathematics, the intrinsic dimension of a subset can be thought of as the minimal number of variables needed to represent the subset. The concept has widespread applications in geometry, dynamical systems, signal processing, statistics, and other fields. Due to its widespread applications and vague conceptualization, there are many different ways to define it rigorously. Consequently, the same set might have different intrinsic dimensions according to different definitions.

The intrinsic dimension can be used as a lower bound of what dimension it is possible to compress a data set into through dimension reduction, but it can also be used as a measure of the complexity of the data set or signal. For a data set or signal of N variables, its intrinsic dimension M satisfies 0 ≤ M ≤ N, although estimators may yield higher values.

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