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Diffusion maps tailored to arbitrary non-degenerate Itô processes

  • Published:2020-01 Issue:1 Volume:48 Page:242-265
  • ISSN:1063-5203
  • Container-title:Applied and Computational Harmonic Analysis
  • language:en
  • Short-container-title:Applied and Computational Harmonic Analysis

Author:

Banisch RalfORCID,Trstanova Zofia,Bittracher Andreas,Klus Stefan,Koltai Péter

Funder

EPSRC

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference47 articles.

1. A kernel view of the dimensionality reduction of manifolds;Ham,2004

2. Kernel Principal Component Analysis;Schölkopf,1997

3. A tutorial on spectral clustering;Von Luxburg;Stat. Comput.,2007

4. Laplacian eigenmaps for dimensionality reduction and data representation;Belkin;Neural Comput.,2003

5. Diffusion maps;Coifman;Appl. Comput. Harmon. Anal.,2006

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