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Kernel-based non-linear dimensionality reduction methods, such as Local Linear Embedding (LLE) and Laplacian Eigenmaps, rely heavily upon pairwise distances or similarity scores, with which one can construct and study a weighted graph associated with the dataset. When each individual data object carries additional structural details, however, the correspondence relations between these structures provide extra information that can be leveraged for studying the dataset using the graph. Based on this observation, we generalize Diffusion Maps (DM) in manifold learning and introduce the framework of Horizontal Diffusion Maps (HDM). We model a dataset with pairwise structural correspondences as a fibre bundle equipped with a connection. We demonstrate the advantage of incorporating such additional information and study the asymptotic behavior of HDM on general fibre bundles. In a broader context, HDM reveals the sub-Riemannian structure of high-dimensional datasets, and provides a nonparametric learning framework for datasets with structural correspondences.
We introduce the concept of Hypoelliptic Diffusion Maps (HDM), a framework generalizing Diffusion Maps in the context of manifold learning and dimensionality reduction. Standard non-linear dimensionality reduction methods (e.g., LLE, ISOMAP, Laplacia
We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we propose a new p
We propose an update estimation method for a diffusion parameter from high-frequency dependent data under a nuisance drift element. We ensure the asymptotic equivalence of the estimator to the corresponding quasi-MLE, which has the asymptotic normali
In this paper we consider an ergodic diffusion process with jumps whose drift coefficient depends on an unknown parameter $theta$. We suppose that the process is discretely observed at the instants (t n i)i=0,...,n with $Delta$n = sup i=0,...,n--1 (t
We aim at estimating the invariant density associated to a stochastic differential equation with jumps in low dimension, which is for $d=1$ and $d=2$. We consider a class of jump diffusion processes whose invariant density belongs to some Holder spac