Francois G. Meyer

Daniel N. Kaslovsky, Francois G. Meyer

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local tangent plane. Principal component analysis (PCA) is often the tool of choice, as it returns an optimal basis in the case of noise-free samples from a linear subspace. To process noisy data samples from a nonlinear manifold, PCA must be applied locally, at a scale small enough such that the manifold is approximately linear, but at a scale large enough such that structure may be discerned from noise. Using eigenspace perturbation theory and non-asymptotic random matrix theory, we study the stability of the subspace estimated by PCA as a function of scale, and bound (with high probability) the angle it forms with the true tangent space. By adaptively selecting the scale that minimizes this bound, our analysis reveals an appropriate scale for local tangent plane recovery. We also introduce a geometric uncertainty principle quantifying the limits of noise-curvature perturbation for stable recovery. With the purpose of providing perturbation bounds that can be used in practice, we propose plug-in estimates that make it possible to directly apply the theoretical results to real data sets.

Francois G. Meyer

We address the following foundational question: what is the population, and sample, Frechet mean (or median) graph of an ensemble of inhomogeneous Erdos-Renyi random graphs? We prove that if we use the Hamming distance to compute distances between graphs, then the Frechet mean (or median) graph of an ensemble of inhomogeneous random graphs is obtained by thresholding the expected adjacency matrix of the ensemble. We show that the result also holds for the sample mean (or median) when the population expected adjacency matrix is replaced with the sample mean adjacency matrix. Consequently, the Frechet mean (or median) graph of inhomogeneous Erdos-Renyi random graphs exhibits a sharp threshold: it is either the empty graph, or the complete graph. This novel theoretical result has some significant practical consequences; for instance, the Frechet mean of an ensemble of sparse inhomogeneous random graphs is always the empty graph.

Daniel Ferguson, Francois G. Meyer

To characterize the location (mean, median) of a set of graphs, one needs a notion of centrality that is adapted to metric spaces, since graph sets are not Euclidean spaces. A standard approach is to consider the Frechet mean. In this work, we equip a set of graphs with the pseudometric defined by the norm between the eigenvalues of their respective adjacency matrix. Unlike the edit distance, this pseudometric reveals structural changes at multiple scales, and is well adapted to studying various statistical problems for graph-valued data. We describe an algorithm to compute an approximation to the sample Frechet mean of a set of undirected unweighted graphs with a fixed size using this pseudometric.

Daniel Ferguson, Francois G. Meyer

The availability of large datasets composed of graphs creates an unprecedented need to invent novel tools in statistical learning for graph-valued random variables. To characterize the average of a sample of graphs, one can compute the sample Frechet mean and median graphs. In this paper, we address the following foundational question: does a mean or median graph inherit the structural properties of the graphs in the sample? An important graph property is the edge density; we establish that edge density is an hereditary property, which can be transmitted from a graph sample to its sample Frechet mean or median graphs, irrespective of the method used to estimate the mean or the median. Because of the prominence of the Frechet mean in graph-valued machine learning, this novel theoretical result has some significant practical consequences.

Nathan D. Monnig, Bengt Fornberg, Francois G. Meyer

Nonlinear dimensionality reduction embeddings computed from datasets do not provide a mechanism to compute the inverse map. In this paper, we address the problem of computing a stable inverse map to such a general bi-Lipschitz map. Our approach relies on radial basis functions (RBFs) to interpolate the inverse map everywhere on the low-dimensional image of the forward map. We demonstrate that the scale-free cubic RBF kernel performs better than the Gaussian kernel: it does not suffer from ill-conditioning, and does not require the choice of a scale. The proposed construction is shown to be similar to the Nyström extension of the eigenvectors of the symmetric normalized graph Laplacian matrix. Based on this observation, we provide a new interpretation of the Nyström extension with suggestions for improvement.

Francois G. Meyer, Xilin Shen

The original contributions of this paper are twofold: a new understanding of the influence of noise on the eigenvectors of the graph Laplacian of a set of image patches, and an algorithm to estimate a denoised set of patches from a noisy image. The algorithm relies on the following two observations: (1) the low-index eigenvectors of the diffusion, or graph Laplacian, operators are very robust to random perturbations of the weights and random changes in the connections of the patch-graph; and (2) patches extracted from smooth regions of the image are organized along smooth low-dimensional structures in the patch-set, and therefore can be reconstructed with few eigenvectors. Experiments demonstrate that our denoising algorithm outperforms the denoising gold-standards.