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I-BBS: Coordinate-Free Inference of Latent Sub-Manifolds Using Random Distance Matrix Theory

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abstract

Bogomolny, Bohigas and Schmit (BBS) found that the spectrum of the pairwise distance matrix on N points sampled from a smooth d-dimensional manifold encodes a signature of the underlying geometry. We develop I-BBS (Inference-BBS), a coordinate-free method that identifies a low-dimensional latent sub-manifold embedded in a high-dimensional ambient distance matrix alone, without accessing an ambient high-dimensional vector space. It therefore applies even when that space is only partly observable or undefined. We model the ambient embedding by two classes of generative noise, model-based and model-free. The noise mixes the latent signal with off-manifold components, so the eigenvalues reorganise collectively and the latent geometry cannot be read off eigenvalue by eigenvalue. We recover it instead from two integer-stable signatures that survive the noise: the multiplicity of the top non-Perron multiplet, which fixes $d$, and a parameter-free law for how the multiplet positions shrink as the noise grows. On synthetic spheres $S^1$, $S^2$ and $S^3$ these integer signatures are far more stable under noise than the continuous spectral slope, and a blind test recovers both the manifold and the noise model from a single distance matrix. Applications to neural-network representations and to the dynamic training regime are developed in two companion papers.

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2026 1

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representative citing papers

Observable Matrix Dynamics of Stocks

q-fin.ST · 2026-07-21 · conditional · novelty 6.0

Applying the Observable Matrix Dynamics toolkit to S&P 500 data yields crisis-specific correlation geometries, a market that never settles into a stable structure, and a weak episodic time-asymmetry in the volatility ranking.

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  • Observable Matrix Dynamics of Stocks q-fin.ST · 2026-07-21 · conditional · none · ref 8 · internal anchor

    Applying the Observable Matrix Dynamics toolkit to S&P 500 data yields crisis-specific correlation geometries, a market that never settles into a stable structure, and a weak episodic time-asymmetry in the volatility ranking.