Connection graph Laplacian methods can be made robust to noise
Noureddine El Karoui, Hau-tieng Wu

TL;DR
This paper investigates the robustness of connection graph Laplacian methods to additive noise, demonstrating their resilience and proposing modifications to enhance noise robustness, supported by numerical simulations.
Contribution
The paper analyzes the impact of noise on CGL methods and introduces algorithmic modifications to improve their robustness against noise.
Findings
CGL methods are surprisingly robust to additive noise
Proposed modifications enhance noise robustness of CGL algorithms
Numerical simulations confirm improved performance under noisy conditions
Abstract
Recently, several data analytic techniques based on connection graph laplacian (CGL) ideas have appeared in the literature. At this point, the properties of these methods are starting to be understood in the setting where the data is observed without noise. We study the impact of additive noise on these methods, and show that they are remarkably robust. As a by-product of our analysis, we propose modifications of the standard algorithms that increase their robustness to noise. We illustrate our results in numerical simulations.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Topological and Geometric Data Analysis · Theoretical and Computational Physics
