Authors
Tyrus Berry, John Harlim
Publication date
2016/1/1
Journal
Applied and Computational Harmonic Analysis
Volume
40
Issue
1
Pages
68-96
Publisher
Academic Press
Description
Practical applications of kernel methods often use variable bandwidth kernels, also known as self-tuning kernels, however much of the current theory of kernel based techniques is only applicable to fixed bandwidth kernels. In this paper, we derive the asymptotic expansion of these variable bandwidth kernels for arbitrary bandwidth functions; generalizing the theory of Diffusion Maps and Laplacian Eigenmaps. We also derive pointwise error estimates for the corresponding discrete operators which are based on finite data sets; generalizing a result of Singer which was restricted to fixed bandwidth kernels. Our analysis reveals how areas of small sampling density lead to large errors, particularly for fixed bandwidth kernels. We explain the limitation of the existing theory to data sampled from compact manifolds by showing that when the sampling density is not bounded away from zero (which implies that the data lies …
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Scholar articles
T Berry, J Harlim - Applied and Computational Harmonic Analysis, 2016