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Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy…

Machine Learning · Computer Science 2019-12-03 Scott Gigante , Jay S. Stanley , Ngan Vu , David van Dijk , Kevin Moon , Guy Wolf , Smita Krishnaswamy

Diffusion condensation is a dynamic process that yields a sequence of multiscale data representations that aim to encode meaningful abstractions. It has proven effective for manifold learning, denoising, clustering, and visualization of…

Machine Learning · Computer Science 2023-01-06 Guillaume Huguet , Alexander Tong , Bastian Rieck , Jessie Huang , Manik Kuchroo , Matthew Hirn , Guy Wolf , Smita Krishnaswamy

The diffusion maps embedding of data lying on a manifold has shown success in tasks such as dimensionality reduction, clustering, and data visualization. In this work, we consider embedding data sets that were sampled from a manifold which…

Machine Learning · Computer Science 2024-08-08 Eitan Rosen , Xiuyuan Cheng , Yoel Shkolnisky

Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric…

Machine Learning · Statistics 2015-11-20 Moshe Salhov , Amit Bermanis , Guy Wolf , Amir Averbuch

Diffusion-based manifold learning methods have proven useful in representation learning and dimensionality reduction of modern high dimensional, high throughput, noisy datasets. Such datasets are especially present in fields like biology…

Machine Learning · Computer Science 2023-05-31 Guillaume Huguet , Alexander Tong , Edward De Brouwer , Yanlei Zhang , Guy Wolf , Ian Adelstein , Smita Krishnaswamy

We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…

Machine Learning · Statistics 2024-10-21 Weichun Xia , Jiaxin Jiang , Lei Shi

In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…

Statistics Theory · Mathematics 2024-11-05 Till Düsberg , Benjamin Eltzner

We introduce {\em vector diffusion maps} (VDM), a new mathematical framework for organizing and analyzing massive high dimensional data sets, images and shapes. VDM is a mathematical and algorithmic generalization of diffusion maps and…

Statistics Theory · Mathematics 2011-02-02 Amit Singer , Hau-tieng Wu

Diffusion maps are an emerging data-driven technique for non-linear dimensionality reduction, which are especially useful for the analysis of coherent structures and nonlinear embeddings of dynamical systems. However, the computational…

Machine Learning · Statistics 2018-02-27 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

We introduce a data-driven approach to building reduced dynamical models through manifold learning; the reduced latent space is discovered using Diffusion Maps (a manifold learning technique) on time series data. A second round of Diffusion…

A central problem in data analysis is the low dimensional representation of high dimensional data, and the concise description of its underlying geometry and density. In the analysis of large scale simulations of complex dynamical systems,…

Numerical Analysis · Mathematics 2007-05-23 Boaz Nadler , Stephane Lafon , Ronald R. Coifman , Ioannis G. Kevrekidis

Given only a collection of points sampled from a Riemannian manifold embedded in a Euclidean space, in this paper we propose a new method to solve elliptic partial differential equations (PDEs) supplemented with boundary conditions. Notice…

Numerical Analysis · Mathematics 2022-11-29 Ryan Vaughn , Tyrus Berry , Harbir Antil

We introduce a data-driven dynamic factor framework for modeling the joint evolution of high-dimensional covariates and responses without parametric assumptions. Standard factor models applied to covariates alone often lose explanatory…

Machine Learning · Statistics 2026-01-16 Graeme Baker , Agostino Capponi , J. Antonio Sidaoui

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…

Classical Analysis and ODEs · Mathematics 2015-03-20 Ronald R. Coifman , Matthew J. Hirn

We address the problem of estimating topological features from data in high dimensional Euclidean spaces under the manifold assumption. Our approach is based on the computation of persistent homology of the space of data points endowed with…

Machine Learning · Statistics 2023-01-23 Ximena Fernández , Eugenio Borghini , Gabriel Mindlin , Pablo Groisman

Laplacian-based methods are popular for the dimensionality reduction of data lying in $\mathbb{R}^N$. Several theoretical results for these algorithms depend on the fact that the Euclidean distance locally approximates the geodesic distance…

Machine Learning · Computer Science 2025-09-24 Liane Xu , Amit Singer

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…

Differential Geometry · Mathematics 2026-02-09 Iolo Jones , David Lanners

Data-dependent metrics are powerful tools for learning the underlying structure of high-dimensional data. This article develops and analyzes a data-dependent metric known as diffusion state distance (DSD), which compares points using a…

Machine Learning · Statistics 2020-03-10 Lenore Cowen , Kapil Devkota , Xiaozhe Hu , James M. Murphy , Kaiyi Wu

We present Manifold Diffusion Fields (MDF), an approach that unlocks learning of diffusion models of data in general non-Euclidean geometries. Leveraging insights from spectral geometry analysis, we define an intrinsic coordinate system on…

Machine Learning · Computer Science 2024-01-23 Ahmed A. Elhag , Yuyang Wang , Joshua M. Susskind , Miguel Angel Bautista
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