Diffusion maps for changing data

Autor: Coifman, Ronald R., Hirn, Matthew J.
Rok vydání: 2012
Předmět:
Zdroj: Applied and Computational Harmonic Analysis, Volume 36, Issue 1, January 2014, Pages 79-107
Druh dokumentu: Working Paper
DOI: 10.1016/j.acha.2013.03.001
Popis: Graph Laplacians and related nonlinear mappings into low dimensional spaces have been shown to be powerful tools for organizing high dimensional data. Here we consider a data set X in which the graph associated with it changes depending on some set of parameters. We analyze this type of data in terms of the diffusion distance and the corresponding diffusion map. As the data changes over the parameter space, the low dimensional embedding changes as well. We give a way to go between these embeddings, and furthermore, map them all into a common space, allowing one to track the evolution of X in its intrinsic geometry. A global diffusion distance is also defined, which gives a measure of the global behavior of the data over the parameter space. Approximation theorems in terms of randomly sampled data are presented, as are potential applications.
Comment: 38 pages. 9 figures. To appear in Applied and Computational Harmonic Analysis. v2: Several minor changes beyond just typos. v3: Minor typo corrected, added DOI
Databáze: arXiv