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We introduce the Pitman Yor Diffusion Tree (PYDT) for hierarchical clustering, a generalization of the Dirichlet Diffusion Tree (Neal, 2001) which removes the restriction to binary branching structure...
Vector Diffusion Maps and the Connection Laplacian
Dimensionality reduction vector elds heat kernel parallel transport local prin-cipal component analysis alignment
2011/3/18
Abstract. We introduce vector di usion maps (VDM), a new mathematical framework for orga-nizing and analyzing massive high dimensional data sets, images and shapes. VDM is a mathematical and algorithm...
Non-additive disorder problems for some diffusion processes
parabolic-type free-boundary problem a change-of-variable formula with local time on surfaces
2010/10/19
We study the Bayesian problem of detecting a change in the drift rate of an observable diffusion process with certain non-additive detection delay penalty criterions. We express the Bayesian risk func...