We consider a collection of @math points in @math measured at @math times, which are encoded in an @math data tensor. Our objective is to define a single embedding of the @math points into Euclidean space which summarizes the geometry as described by the data tensor. In the case of a fixed data set, diffusion maps (and related graph Laplacian methods) define such an embedding via the eigenfunctions of a diffusion operator constructed on the data. Given a sequence of @math measurements of @math points, we construct a corresponding sequence of diffusion operators and study their product. Via this product, we introduce the notion of time coupled diffusion distance and time coupled diffusion maps which have natural geometric and probabilistic interpretations. To frame our method in the context of manifold learning, we model evolving data as samples from an underlying manifold with a time dependent metric, and we describe a connection of our method to the heat equation over a manifold with time dependent metric.
Our work extends the current diffusion maps literature by considering evolving dynamics rather than enhancing the analysis of a fixed system. We consider an @math data tensor describing a system of @math points in @math over @math times, and seek to construct a manifold model and diffusion geometry framework for this setting. A similar framework is considered by Banisch and Koltai in @cite_10 . However, rather than study the product operator , they study the sum of the operators @math and prove a relation with the dynamic Laplacian.
@cite_10
1983496390 2962824627 1521197246 2106942082
Tensors are nowadays a common source of geometric information. In this paper, we propose to endow the tensor space with an affine-invariant Riemannian metric. We demonstrate that it leads to strong theoretical properties: the cone of positive definite symmetric matrices is replaced by a regular and complete manifold without boundaries (null eigenvalues are at the infinity), the geodesic between two tensors and the mean of a set of tensors are uniquely defined, etc. We have previously shown that the Riemannian metric provides a powerful framework for generalizing statistics to manifolds. In this paper, we show that it is also possible to generalize to tensor fields many important geometric data processing algorithms such as interpolation, filtering, diffusion and restoration of missing data. For instance, most interpolation and Gaussian filtering schemes can be tackled efficiently through a weighted mean computation. Linear and anisotropic diffusion schemes can be adapted to our Riemannian framework, through partial differential evolution equations, provided that the metric of the tensor space is taken into account. For that purpose, we provide intrinsic numerical schemes to compute the gradient and Laplace-Beltrami operators. Finally, to enforce the fidelity to the data (either sparsely distributed tensors or complete tensors fields) we propose least-squares criteria based on our invariant Riemannian distance which are particularly simple and efficient to solve. Nonlinear manifold learning algorithms, such as diffusion maps, have been fruitfully applied in recent years to the analysis of large and complex data sets. However, such algorithms still encounter challenges when faced with real data. One such challenge is the existence of “repeated eigendirections,” which obscures the detection of the true dimensionality of the underlying manifold and arises when several embedding coordinates parametrize the same direction in the intrinsic geometry of the data set. We propose an algorithm, based on local linear regression, to automatically detect coordinates corresponding to repeated eigendirections. We construct a more parsimonious embedding using only the eigenvectors corresponding to unique eigendirections, and we show that this reduced diffusion maps embedding induces a metric which is equivalent to the standard diffusion distance. We first demonstrate the utility and flexibility of our approach on synthetic data sets. We then apply our algorithm to data collected from a stochastic model of cellular chemotaxis, where our approach for factoring out repeated eigendirections allows us to detect changes in dynamical behavior and the underlying intrinsic system dimensionality directly from data. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings. We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain D of the complex plane for which the Riemannian metric tensor at a point z ∈ D is given by exp(h(z)), appropriately normalised. Here h is an instance of the Gaussian Free Field on D and ∈ (0,2) is a parameter. We show that the process is almost surely continuous and enjoys certain conformal invariance properties. We also estimate the Hausdorff dimension of times that the diffusion spends in the thick points of the Gaussian Free Field, and show that it spends Lebesgue-almost all its time in the set of -thick points, almost surely. Similar but deeper results have been independently and simultaneously proved by Garban, Rhodes and Vargas.