A level set based variational principal flow method for nonparametric dimension reduction on Riemannian manifolds

Hao Liu, Zhigang Yao, Shingyu Leung, Tony F. Chan

Research output: Contribution to journalJournal articlepeer-review

6 Citations (Scopus)
49 Downloads (Pure)

Abstract

We propose a variational formulation for dimension reduction on Riemannian manifolds. The algorithm is developed based on the level set method together with a recently developed principal flow algorithm. The original principal flow algorithm is a Lagrangian technique which extends the principal component analysis (PCA) to dimension reduction on Riemannian manifolds. We propose to incorporate the level set method to obtain a fully implicit formulation so that the overall algorithm can naturally handle various topological changes in the curve evolution. The variational formulation consists of two terms which try to balance the contributions from both the dataset itself and the principal direction by the PCA. We will demonstrate that the method is insensitive to the initial guess and is robust enough for noisy data.

Original languageEnglish
Pages (from-to)A1616-A1646
Number of pages31
JournalSIAM Journal on Scientific Computing
Volume39
Issue number4
DOIs
Publication statusPublished - Aug 2017

Scopus Subject Areas

  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Dimensional reduction
  • Implicit surfaces
  • Level set method
  • Partial differential equations
  • PCA

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