Some remarks on diffusion distances (Q1959405)

From MaRDI portal
Revision as of 09:09, 8 January 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q58652416, #quickstatements; #temporary_batch_1704701117765)
scientific article
Language Label Description Also known as
English
Some remarks on diffusion distances
scientific article

    Statements

    Some remarks on diffusion distances (English)
    0 references
    0 references
    0 references
    7 October 2010
    0 references
    Summary: As a diffusion distance, we propose to use a metric (closely related to cosine similarity) which is defined as the \(L^{2}\) distance between two \(L^{2}\)-normalized vectors. We provide a mathematical explanation as to why the normalization makes diffusion distances more meaningful. Our proposal is in contrast to that made some years ago by R. Coifman which finds the \(L^{2}\) distance between certain \(L^{1}\) unit vectors. In the second part of the paper, we give two proofs that an extension of mean first passage time to mean first passage cost satisfies the triangle inequality; we do not assume that the underlying Markov matrix is diagonalizable. We conclude by exhibiting an interesting connection between the (normalized) mean first passage time and the discretized solution of a certain Dirichlet-Poisson problem and verify our result numerically for the simple case of the unit circle.
    0 references
    diffusion distances
    0 references
    mean first passage time
    0 references
    mean first passage cost
    0 references
    Dirichlet-Poisson problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references