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We develop a novel global perspective of the complexity of the relationships between three COVID-19 datasets, the standardised per-capita growth rate of COVID-19 cases and deaths, and the Oxford Coronavirus Government Response Tracker COVID-19 Stringency Index (CSI) which is a measure describing a country's stringency of lockdown policies. We use a state-of-the-art heterogeneous intrinsic dimension estimator implemented as a Bayesian mixture model, called Hidalgo. Our findings suggest that these highly popular COVID-19 statistics may project onto two low-dimensional manifolds without significant information loss, suggesting that COVID-19 data dynamics are generated from a latent mechanism characterised by a few important variables. The low dimensionality imply a strong dependency among the standardised growth rates of cases and deaths per capita and the CSI for countries over 2020-2021. Importantly, we identify spatial autocorrelation in the intrinsic dimension distribution worldwide. The results show how high-income countries are more prone to lie on low-dimensional manifolds, likely arising from aging populations, comorbidities, and increased per capita mortality burden from COVID-19. Finally, the temporal stratification of the dataset allows the examination of the intrinsic dimension at a more granular level throughout the pandemic., (© 2023. The Author(s).)

Modern datasets are characterized by numerous features related by complex dependency structures. To deal with these data, dimensionality reduction techniques are essential. Many of these techniques rely on the concept of intrinsic dimension (id), a measure of the complexity of the dataset. However, the estimation of this quantity is not trivial: often, the id depends rather dramatically on the scale of the distances among data points. At short distances, the id can be grossly overestimated due to the presence of noise, becoming smaller and approximately scale-independent only at large distances. An immediate approach to examining the scale dependence consists in decimating the dataset, which unavoidably induces non-negligible statistical errors at large scale. This article introduces a novel statistical method, Gride, that allows estimating the id as an explicit function of the scale without performing any decimation. Our approach is based on rigorous distributional results that enable the quantification of uncertainty of the estimates. Moreover, our method is simple and computationally efficient since it relies only on the distances among data points. Through simulation studies, we show that Gride is asymptotically unbiased, provides comparable estimates to other state-of-the-art methods, and is more robust to short-scale noise than other likelihood-based approaches., (© 2022. The Author(s).)

One of the founding paradigms of machine learning is that a small number of variables is often sufficient to describe high-dimensional data. The minimum number of variables required is called the intrinsic dimension (ID) of the data. Contrary to common intuition, there are cases where the ID varies within the same data set. This fact has been highlighted in technical discussions, but seldom exploited to analyze large data sets and obtain insight into their structure. Here we develop a robust approach to discriminate regions with different local IDs and segment the points accordingly. Our approach is computationally efficient and can be proficiently used even on large data sets. We find that many real-world data sets contain regions with widely heterogeneous dimensions. These regions host points differing in core properties: folded versus unfolded configurations in a protein molecular dynamics trajectory, active versus non-active regions in brain imaging data, and firms with different financial risk in company balance sheets. A simple topological feature, the local ID, is thus sufficient to achieve an unsupervised segmentation of high-dimensional data, complementary to the one given by clustering algorithms.