Local kernels and the geometric structure of data

DOI10.1016/J.ACHA.2015.03.002zbMATH Open1376.94002arXiv1407.1426OpenAlexW2962963464MaRDI QIDQ265690FDOQ265690

Authors: T. Berry, Timothy Sauer 

Publication date: 4 April 2016

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Abstract: We introduce a theory of local kernels, which generalize the kernels used in the standard diffusion maps construction of nonparametric modeling. We prove that evaluating a local kernel on a data set gives a discrete representation of the generator of a continuous Markov process, which converges in the limit of large data. We explicitly connect the drift and diffusion coefficients of the process to the moments of the kernel. Moreover, when the kernel is symmetric, the generator is the Laplace-Beltrami operator with respect to a geometry which is influenced by the embedding geometry and the properties of the kernel. In particular, this allows us to generate any Riemannian geometry by an appropriate choice of local kernel. In this way, we continue a program of Belkin, Niyogi, Coifman and others to reinterpret the current diverse collection of kernel-based data analysis methods and place them in a geometric framework. We show how to use this framework to design local kernels invariant to various features of data. These data-driven local kernels can be used to construct conformally invariant embeddings and reconstruct global diffeomorphisms.

Full work available at URL: https://arxiv.org/abs/1407.1426

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+process&go=Go It�� process]diffusion mapslocal kernelsMarkov matrixnonparametric modeling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Image analysis in multivariate analysis (62H35) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

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Cited In (36)

• Density estimation on manifolds with boundary
• Delay-coordinate maps and the spectra of Koopman operators
• Data-driven spectral decomposition and forecasting of ergodic dynamical systems
• Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds
• Discovering causal structure with reproducing-kernel Hilbert space \(\epsilon\)-machines
• Geometric triangulations and discrete Laplacians on manifolds: an update
• Delay-coordinate maps, coherence, and approximate spectra of evolution operators
• A Geometric Approach to the Transport of Discontinuous Densities
• Variable bandwidth diffusion kernels
• Multi-view kernel consensus for data analysis
• Nonparametric Uncertainty Quantification for Stochastic Gradient Flows
• Iterated diffusion maps for feature identification
• Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
• A geometric heat-flow theory of Lagrangian coherent structures
• Reproducing kernel Hilbert space compactification of unitary evolution groups
• Diffusion maps tailored to arbitrary non-degenerate Itô processes
• Spatiotemporal pattern extraction by spectral analysis of vector-valued observables
• Balancing Geometry and Density: Path Distances on High-Dimensional Data
• The diffusion geometry of fibre bundles: horizontal diffusion maps
• Diffusion maps for embedded manifolds with boundary with applications to PDEs
• Approximating solutions of linear elliptic PDE's on a smooth manifold using local kernel
• Extraction and prediction of coherent patterns in incompressible flows through space-time koopman analysis
• Ensemble forecasts in reproducing kernel Hilbert space family
• Time coupled diffusion maps
• Fractional diffusion maps
• Koopman spectra in reproducing kernel Hilbert spaces
• Kernel-based methods for solving time-dependent advection-diffusion equations on manifolds
• Conditional expectation using compactification operators
• A spectral series approach to high-dimensional nonparametric regression
• Computing committors in collective variables via Mahalanobis diffusion maps
• A survey of statistical learning techniques as applied to inexpensive pediatric obstructive sleep apnea data
• Ghost Point Diffusion Maps for Solving Elliptic PDEs on Manifolds with Classical Boundary Conditions
• Koopman analysis of the long-term evolution in a turbulent convection cell
• Manifold learning for organizing unstructured sets of process observations
• Spectral Discovery of Jointly Smooth Features for Multimodal Data
• Dynamics-Adapted Cone Kernels

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