Related papers: Diffusion maps, spectral clustering and reaction c…
This paper presents a diffusion based probabilistic interpretation of spectral clustering and dimensionality reduction algorithms that use the eigenvectors of the normalized graph Laplacian. Given the pairwise adjacency matrix of all…
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…
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…
The Diffusion Map is a nonlinear dimensionality reduction technique used to analyze high-dimensional data, with recent applications extending to datasets from the social sciences. Previous research has given little attention to how the…
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…
Diffusion maps is a manifold learning algorithm widely used for dimensionality reduction. Using a sample from a distribution, it approximates the eigenvalues and eigenfunctions of associated Laplace-Beltrami operators. Theoretical bounds on…
Spectral clustering and diffusion maps are celebrated dimensionality reduction algorithms built on eigen-elements related to the diffusive structure of the data. The core of these procedures is the approximation of a Laplacian through a…
Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…
Dynamical Systems (DS) are fundamental to the modeling and understanding time evolving phenomena, and have application in physics, biology and control. As determining an analytical description of the dynamics is often difficult, data-driven…
We consider a collection of $n$ points in $\mathbb{R}^d$ measured at $m$ times, which are encoded in an $n \times d \times m$ data tensor. Our objective is to define a single embedding of the $n$ points into Euclidean space which summarizes…
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…
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…
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…
Spectral clustering is widely used to partition graphs into distinct modules or communities. Existing methods for spectral clustering use the eigenvalues and eigenvectors of the graph Laplacian, an operator that is closely associated with…
Sampling from learned high-dimensional distributions is a foundational computational problem. We introduce U-turn chains: Markov chains obtained by iterating short forward-backward steps of a diffusion model, in which each step proposes a…
One of the fundamental problems within the field of machine learning is dimensionality reduction. Dimensionality reduction methods make it possible to combat the so-called curse of dimensionality, visualize high-dimensional data and, in…
In this work we build a unifying framework to interpolate between density-driven and geometry-based algorithms for data clustering, and specifically, to connect the mean shift algorithm with spectral clustering at discrete and continuum…
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…
Diffusion maps (DM) constitute a classic dimension reduction technique, for data lying on or close to a (relatively) low-dimensional manifold embedded in a much larger dimensional space. The DM procedure consists in constructing a spectral…
An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near…