Diffusion maps

@inproceedings{Coifman2006DiffusionM,
  title={Diffusion maps},
  author={Ronald R. Coifman and St{\'e}phane Lafon},
  year={2006}
}
In this paper, we provide a framework based upon diffusion processes for finding meaningful geometric descriptions of data sets. We show that eigenfunctions of Markov matrices can be used to construct coordinates called diffusion maps that generate efficient representations of complex geometric structures. The associated family of diffusion distances, obtained by iterating the Markov matrix, defines multiscale geometries that prove to be useful in the context of data parametrization and… CONTINUE READING
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