Multidimensional scaling (MDS) is a popular technique for mapping a finite metric space into a low-dimensional Euclidean space in a way that best preserves pairwise distances. We study a notion of MDS on infinite metric measure spaces, along with its optimality properties and goodness of fit. This allows us to study the MDS embeddings of the geodesic circle $S^1$ into $mathbb{R}^m$ for all $m$, and to ask questions about the MDS embeddings of the geodesic $n$-spheres $S^n$ into $mathbb{R}^m$. Furthermore, we address questions on convergence of MDS. For instance, if a sequence of metric measure spaces converges to a fixed metric measure space $X$, then in what sense do the MDS embeddings of these spaces converge to the MDS embedding of $X$? Convergence is understood when each metric space in the sequence has the same finite number of points, or when each metric space has a finite number of points tending to infinity. We are also interested in notions of convergence when each metric space in the sequence has an arbitrary (possibly infinite) number of points.
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