Global Positioning from Local Distances

Size: px
Start display at page:

Download "Global Positioning from Local Distances"

Transcription

1 Global Positioning from Local Distances Amit Singer Yale University, Department of Mathematics, Program in Applied Mathematics SIAM Annual Meeting, July 2008 Amit Singer (Yale University) San Diego 1 / 34

2 Joint work with... Ronald Coifman (Yale University, Applied Mathematics) Yoel Shkolnisky (Yale University, Applied Mathematics) Fred Sigworth (Yale School of Medicine, Cellular & Molecular Physiology) Yuval Kluger (NYU, Department of Cell Biology) David Cowburn (New York Structural Biology Center) Yosi Keller (Bar Ilan University, Electrical Engineering) Amit Singer (Yale University) San Diego 2 / 34

3 Three Dimensional Puzzle Amit Singer (Yale University) San Diego 3 / 34

4 Cryo Electron Microscopy: Projection Images Projection Image Line Integral y z x g SO(3) Molecule The projection image is P g (x,y) = φ g(x,y,z)dz. φ(r) is the electric potential of the molecule, φ g (r) = φ(g 1 r). Amit Singer (Yale University) San Diego 4 / 34

5 Projection Images: Toy Example Amit Singer (Yale University) San Diego 5 / 34

6 Fourier projection-slice theorem (k 1,l 1 ) Projection P 1 Fourier transform ˆP1 3D Fourier space Λ k2,l 2 =Λ k1,l 1 Λ k2,l 2 =Λ k1,l 1 Projection P 2 Fourier transform ˆP 2 3D Fourier space Amit Singer (Yale University) San Diego 6 / 34

7 The Geometry of the slice theorem Every image is a great circle over S 2. Any pair of images have a common line, or Any pair of great circles meet at two antipodal points. Amit Singer (Yale University) San Diego 7 / 34

8 Three Dimensional Puzzle The radial lines are the puzzle pieces. Every image is a circular chain of pieces. Common line: meeting point Amit Singer (Yale University) San Diego 8 / 34

9 Spiders: It s the Network K projection images L radial lines We build a weighted directed graph G = (V,E,W). The vertices are the radial lines ( V = KL) V = {(k,l) : 1 k K, 0 l L 1} E = {((k 1,l 1 ),(k 2,l 2 )) : (k 1,l 1 ) points to (k 2,l 2 )} W (k1,l 1 ),(k 2,l 2 ) = { 1 if ((k1,l 1 ),(k 2,l 2 )) E 0 if ((k 1,l 1 ),(k 2,l 2 )) E W is a sparse weight matrix of size KL KL Amit Singer (Yale University) San Diego 9 / 34

10 Spider first pair of legs Blue vertex (k 1,l 1 ) is the head of the spider Link (k 1,l 1 ) with (k 1,l 1 + l), d l d (same image radial lines) Weights: W (k1,l 1 ),(k 1,l 1 +l) = 1. Amit Singer (Yale University) San Diego 10 / 34

11 Spider: remaining legs (k 1,l 1 ) and (k 2,l 2 ) are common radial lines of different images. Links: ((k 1,l 1 ),(k 2,l 2 + l)) E for d l d. Weights: W (k1,l 1 ),(k 2,l 2 +l) = 1. Amit Singer (Yale University) San Diego 11 / 34

12 Averaging operator Row stochastic normalization of W A = D 1 W. D is a diagonal matrix, D ii = N j=1 W ij. The matrix A is an averaging operator: (Af)(k 1,l 1 ) = 1 {((k 1,l 1 ),(k 2,l 2 )) E} ((k 1,l 1 ),(k 2,l 2 )) E f (k 2,l 2 ). A assigns the head of each spider the average of f over its legs. A1 = 1: trivial eigenvector ψ 0 = 1, with λ 0 = 1. Amit Singer (Yale University) San Diego 12 / 34

13 Coordinate Eigenvectors Coordinate vectors x, y and z are eigenvectors: Ax = λx Ay = λy Az = λz The center of mass of every spider is beneath the spider s head: any pair of opposite legs balance each other symmetric weights. Amit Singer (Yale University) San Diego 13 / 34

14 Embedding and algorithm Find the common lines for all pairs of images. Construct the averaging operator A. Compute eigenvectors Aψ i = λ i ψ i. Embed the data into the eigenspace (ψ 1,ψ 2,ψ 3 ) (k,l) (ψ 1 (k,l),ψ 2 (k,l),ψ 3 (k,l)). Reveals molecule orientations up to rotation and reflection. Amit Singer (Yale University) San Diego 14 / 34

15 Numerical Spectrum K=200 L=100 d= λ i i Amit Singer (Yale University) San Diego 15 / 34

16 Toy Example Amit Singer (Yale University) San Diego 16 / 34

17 E. coli ribosome Amit Singer (Yale University) San Diego 17 / 34

18 E. coli ribosome Amit Singer (Yale University) San Diego 18 / 34

19 Beyond CryoEM: Center of mass averaging operator Coordinates x,y,z are eigenfunctions of the averaging operator: Ax = λx Ay = λy Az = λz. Sphere has a constant curvature. Is there a generalization to Euclidean spaces? Amit Singer (Yale University) San Diego 19 / 34

20 Global Positioning from Local Distances Problem setup: N points r i R p (p = 2,3). Find coordinates r i = (x 1 i,...,xp i ) Given noisy neighboring distances δ ij = r i r j 2 + noise. Solution: Build an operator whose eigenfunctions are the global coordinates. Efficient eigenvector computation of a sparse matrix. Applications: Sensor networks Protein structuring from NMR spectroscopy (1/r 6 decay of the spin-spin interaction between hydrogen atoms) Surface reconstruction and PDE solvers. More? Amit Singer (Yale University) San Diego 20 / 34

21 Global Positioning from Local Distances: History Multidimensional Scaling (MDS) if all d ij = r i r j are given: law of cosines + SVD of the inner product matrix. Optimization: minimizing a variety of loss functions, e.g. [ min ri r r 1,...,r j 2 δ 2 2 ij] N i j many variables, not convex, local minima. Semidefinite programming (SDP), slow. Graph Laplacian regularization (Weinberger, Sha, Zhu & Saul, NIPS 2006). Amit Singer (Yale University) San Diego 21 / 34

22 Rigidity Amit Singer (Yale University) San Diego 22 / 34

23 Locally Rigid Embedding Assume local rigidity. For each point, embed its k-nn locally (using MDS or otherwise). N local coordinate systems mutually rotated and possibly reflected. How to glue the different coordinate systems together? Amit Singer (Yale University) San Diego 23 / 34

24 Center of Mass Consider the point r i and its k-nn r i1,r i2,...,r ik. Find weights such that r i is the center of mass of its neighbors and k W i,ij r ij = r i j=1 k W i,ij = 1 j=1 System of p + 1 linear equations in k variables; underdetermined for k > p + 1. Weights are invariant to rigid transformations: rotation, translation, reflection. Amit Singer (Yale University) San Diego 24 / 34

25 Eigenvectors of W The N N weight matrix W is sparse: every row has at most k non-zero elements. W is not symmetric; must have negative weights for points on the boundary. By construction because W1 = 1, Wx 1 = x 1,..., Wx p = x p, N W ij = 1, j=1 N W ij r j = r i. We are practically done: eigenvectors of W with λ = 1 are the desired coordinates. A little linear algebra is needed to deal with multiplicity and noise. j=1 Amit Singer (Yale University) San Diego 25 / 34

26 1097 US Cities, k = 18 NN y US Cities x φ Locally Rigid Embedding: no noise φ 1 φ Locally Rigid Embedding: 1% noise φ 1 φ Locally Rigid Embedding: 10% noise φ 1 Amit Singer (Yale University) San Diego 26 / 34

27 US Cities: Numerical Spectrum Numerical spectrum of W for different levels of noise: clean distances (left), 1% noise (center), and 10% noise (right). Amit Singer (Yale University) San Diego 27 / 34

28 519 hydrogen atoms of 2GGR: 1% noise z y x Amit Singer (Yale University) San Diego 28 / 34

29 2GGR: 5% noise z y x Amit Singer (Yale University) San Diego 29 / 34

30 2GGR: Numerical Spectrum Amit Singer (Yale University) San Diego 30 / 34

31 Dealing with the multiplicity The eigenvalue λ = 1 is degenerated with multiplicity p + 1 Wφ i = φ i, i = 0,1,...,p. The computed eigenvectors φ 0,φ 1,...,φ p are linear combinations of 1,x 1,...,x p. We may assume φ 0 = 1 and φ j,1 = 0 for j = 1,...,p. We look for a p p matrix A that maps the eigenmap Φ i = (φ 1 i,...,φp i ) to the original coordinate set r i = (x 1 i,...,xp i ) r i = AΦ i, for i = 1,...,N. The squared distance between r i and r j is d 2 ij = r i r j 2 = (Φ i Φ j ) T A T A(Φ i Φ j ). Overdetermined system of linear equations for the elements of A T A. Least squares gives A T A, whose Cholesky decomposition yields A. Amit Singer (Yale University) San Diego 31 / 34

32 Dealing with noisy distances δ ij Noise breaks the degeneracy and may lead to crossings of eigenvalues. Coordinate vectors are approximated as linear combinations of m non-trivial eigenvectors Φ i = (φ 1,...,φ m ), with m > p (still m N). r i = AΦ i, with A being p m instead of p p. Replace d 2 ij = r i r j 2 = (Φ i Φ j ) T A T A(Φ i Φ j ) with the constrained minimization problem for the m m semidefinite positive matrix P = A T A min i j [ (Φ i Φ j ) T P(Φ i Φ j ) δ 2 ij] 2, such that P 0. A small SDP (formulation uses the Schur complement lemma). Amit Singer (Yale University) San Diego 32 / 34

33 Comparison to LLE and Graph Laplacian regularization Locally Linear Embedding (LLE) is a non-linear dimensionality reduction method. LLE: Construct weights by solving an overdetermined system min W ij X j X i, where X i R n. 2 j We have a preprocessing step to reveal vectors (X i are not given). Graph Laplacian regularization: { approximate } coordinate by the eigenvectors of W ij = exp dij 2/ε for i j, W ij = 0 elsewhere. LRE requires locally rigid subgraphs, graph neighbors can be physically distant. Amit Singer (Yale University) San Diego 33 / 34

34 Thank You! Amit Singer (Yale University) San Diego 34 / 34

Introduction to Three Dimensional Structure Determination of Macromolecules by Cryo-Electron Microscopy

Introduction to Three Dimensional Structure Determination of Macromolecules by Cryo-Electron Microscopy Introduction to Three Dimensional Structure Determination of Macromolecules by Cryo-Electron Microscopy Amit Singer Princeton University, Department of Mathematics and PACM July 23, 2014 Amit Singer (Princeton

More information

Some Optimization and Statistical Learning Problems in Structural Biology

Some Optimization and Statistical Learning Problems in Structural Biology Some Optimization and Statistical Learning Problems in Structural Biology Amit Singer Princeton University, Department of Mathematics and PACM January 8, 2013 Amit Singer (Princeton University) January

More information

Applied and Computational Harmonic Analysis

Applied and Computational Harmonic Analysis Appl. Comput. Harmon. Anal. 28 (2010) 296 312 Contents lists available at ScienceDirect Applied and Computational Harmonic Analysis www.elsevier.com/locate/acha Reference free structure determination through

More information

Beyond Scalar Affinities for Network Analysis or Vector Diffusion Maps and the Connection Laplacian

Beyond Scalar Affinities for Network Analysis or Vector Diffusion Maps and the Connection Laplacian Beyond Scalar Affinities for Network Analysis or Vector Diffusion Maps and the Connection Laplacian Amit Singer Princeton University Department of Mathematics and Program in Applied and Computational Mathematics

More information

LECTURE NOTE #11 PROF. ALAN YUILLE

LECTURE NOTE #11 PROF. ALAN YUILLE LECTURE NOTE #11 PROF. ALAN YUILLE 1. NonLinear Dimension Reduction Spectral Methods. The basic idea is to assume that the data lies on a manifold/surface in D-dimensional space, see figure (1) Perform

More information

3D Structure Determination using Cryo-Electron Microscopy Computational Challenges

3D Structure Determination using Cryo-Electron Microscopy Computational Challenges 3D Structure Determination using Cryo-Electron Microscopy Computational Challenges Amit Singer Princeton University Department of Mathematics and Program in Applied and Computational Mathematics July 28,

More information

Unsupervised dimensionality reduction

Unsupervised dimensionality reduction Unsupervised dimensionality reduction Guillaume Obozinski Ecole des Ponts - ParisTech SOCN course 2014 Guillaume Obozinski Unsupervised dimensionality reduction 1/30 Outline 1 PCA 2 Kernel PCA 3 Multidimensional

More information

Non-linear Dimensionality Reduction

Non-linear Dimensionality Reduction Non-linear Dimensionality Reduction CE-725: Statistical Pattern Recognition Sharif University of Technology Spring 2013 Soleymani Outline Introduction Laplacian Eigenmaps Locally Linear Embedding (LLE)

More information

Three-dimensional structure determination of molecules without crystallization

Three-dimensional structure determination of molecules without crystallization Three-dimensional structure determination of molecules without crystallization Amit Singer Princeton University, Department of Mathematics and PACM June 4, 214 Amit Singer (Princeton University) June 214

More information

CSE 291. Assignment Spectral clustering versus k-means. Out: Wed May 23 Due: Wed Jun 13

CSE 291. Assignment Spectral clustering versus k-means. Out: Wed May 23 Due: Wed Jun 13 CSE 291. Assignment 3 Out: Wed May 23 Due: Wed Jun 13 3.1 Spectral clustering versus k-means Download the rings data set for this problem from the course web site. The data is stored in MATLAB format as

More information

Class Averaging in Cryo-Electron Microscopy

Class Averaging in Cryo-Electron Microscopy Class Averaging in Cryo-Electron Microscopy Zhizhen Jane Zhao Courant Institute of Mathematical Sciences, NYU Mathematics in Data Sciences ICERM, Brown University July 30 2015 Single Particle Reconstruction

More information

Certifying the Global Optimality of Graph Cuts via Semidefinite Programming: A Theoretic Guarantee for Spectral Clustering

Certifying the Global Optimality of Graph Cuts via Semidefinite Programming: A Theoretic Guarantee for Spectral Clustering Certifying the Global Optimality of Graph Cuts via Semidefinite Programming: A Theoretic Guarantee for Spectral Clustering Shuyang Ling Courant Institute of Mathematical Sciences, NYU Aug 13, 2018 Joint

More information

Orientation Assignment in Cryo-EM

Orientation Assignment in Cryo-EM Orientation Assignment in Cryo-EM Amit Singer Princeton University Department of Mathematics and Program in Applied and Computational Mathematics July 24, 2014 Amit Singer (Princeton University) July 2014

More information

Manifold Learning: Theory and Applications to HRI

Manifold Learning: Theory and Applications to HRI Manifold Learning: Theory and Applications to HRI Seungjin Choi Department of Computer Science Pohang University of Science and Technology, Korea seungjin@postech.ac.kr August 19, 2008 1 / 46 Greek Philosopher

More information

L26: Advanced dimensionality reduction

L26: Advanced dimensionality reduction L26: Advanced dimensionality reduction The snapshot CA approach Oriented rincipal Components Analysis Non-linear dimensionality reduction (manifold learning) ISOMA Locally Linear Embedding CSCE 666 attern

More information

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators.

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. Adjoint operator and adjoint matrix Given a linear operator L on an inner product space V, the adjoint of L is a transformation

More information

An Algorithmist s Toolkit September 15, Lecture 2

An Algorithmist s Toolkit September 15, Lecture 2 18.409 An Algorithmist s Toolkit September 15, 007 Lecture Lecturer: Jonathan Kelner Scribe: Mergen Nachin 009 1 Administrative Details Signup online for scribing. Review of Lecture 1 All of the following

More information

Focus was on solving matrix inversion problems Now we look at other properties of matrices Useful when A represents a transformations.

Focus was on solving matrix inversion problems Now we look at other properties of matrices Useful when A represents a transformations. Previously Focus was on solving matrix inversion problems Now we look at other properties of matrices Useful when A represents a transformations y = Ax Or A simply represents data Notion of eigenvectors,

More information

Lecture 10: Dimension Reduction Techniques

Lecture 10: Dimension Reduction Techniques Lecture 10: Dimension Reduction Techniques Radu Balan Department of Mathematics, AMSC, CSCAMM and NWC University of Maryland, College Park, MD April 17, 2018 Input Data It is assumed that there is a set

More information

Facial reduction for Euclidean distance matrix problems

Facial reduction for Euclidean distance matrix problems Facial reduction for Euclidean distance matrix problems Nathan Krislock Department of Mathematical Sciences Northern Illinois University, USA Distance Geometry: Theory and Applications DIMACS Center, Rutgers

More information

Data Analysis and Manifold Learning Lecture 3: Graphs, Graph Matrices, and Graph Embeddings

Data Analysis and Manifold Learning Lecture 3: Graphs, Graph Matrices, and Graph Embeddings Data Analysis and Manifold Learning Lecture 3: Graphs, Graph Matrices, and Graph Embeddings Radu Horaud INRIA Grenoble Rhone-Alpes, France Radu.Horaud@inrialpes.fr http://perception.inrialpes.fr/ Outline

More information

Graph Laplacian Regularization for Large-Scale Semidefinite Programming

Graph Laplacian Regularization for Large-Scale Semidefinite Programming Graph Laplacian Regularization for Large-Scale Semidefinite Programming Kilian Q. Weinberger Dept of Computer and Information Science U of Pennsylvania, Philadelphia, PA 19104 kilianw@seas.upenn.edu Qihui

More information

Localization from Incomplete Noisy Distance Measurements

Localization from Incomplete Noisy Distance Measurements Localization from Incomplete Noisy Distance Measurements Adel Javanmard Department of Electrical Engineering Stanford University Andrea Montanari Department of Electrical Engineering and Department of

More information

EE Technion, Spring then. can be isometrically embedded into can be realized as a Gram matrix of rank, Properties:

EE Technion, Spring then. can be isometrically embedded into can be realized as a Gram matrix of rank, Properties: 5/25/200 2 A mathematical exercise Assume points with the metric are isometrically embeddable into Then, there exists a canonical form such that for all Spectral methods We can also write Alexander & Michael

More information

Mobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti

Mobile Robotics 1. A Compact Course on Linear Algebra. Giorgio Grisetti Mobile Robotics 1 A Compact Course on Linear Algebra Giorgio Grisetti SA-1 Vectors Arrays of numbers They represent a point in a n dimensional space 2 Vectors: Scalar Product Scalar-Vector Product Changes

More information

Non-unique Games over Compact Groups and Orientation Estimation in Cryo-EM

Non-unique Games over Compact Groups and Orientation Estimation in Cryo-EM Non-unique Games over Compact Groups and Orientation Estimation in Cryo-EM Amit Singer Princeton University Department of Mathematics and Program in Applied and Computational Mathematics July 28, 2016

More information

Diffusion Wavelets and Applications

Diffusion Wavelets and Applications Diffusion Wavelets and Applications J.C. Bremer, R.R. Coifman, P.W. Jones, S. Lafon, M. Mohlenkamp, MM, R. Schul, A.D. Szlam Demos, web pages and preprints available at: S.Lafon: www.math.yale.edu/~sl349

More information

Graph Partitioning Using Random Walks

Graph Partitioning Using Random Walks Graph Partitioning Using Random Walks A Convex Optimization Perspective Lorenzo Orecchia Computer Science Why Spectral Algorithms for Graph Problems in practice? Simple to implement Can exploit very efficient

More information

Numerical Methods I: Eigenvalues and eigenvectors

Numerical Methods I: Eigenvalues and eigenvectors 1/25 Numerical Methods I: Eigenvalues and eigenvectors Georg Stadler Courant Institute, NYU stadler@cims.nyu.edu November 2, 2017 Overview 2/25 Conditioning Eigenvalues and eigenvectors How hard are they

More information

Lecture 9: Laplacian Eigenmaps

Lecture 9: Laplacian Eigenmaps Lecture 9: Radu Balan Department of Mathematics, AMSC, CSCAMM and NWC University of Maryland, College Park, MD April 18, 2017 Optimization Criteria Assume G = (V, W ) is a undirected weighted graph with

More information

Apprentissage non supervisée

Apprentissage non supervisée Apprentissage non supervisée Cours 3 Higher dimensions Jairo Cugliari Master ECD 2015-2016 From low to high dimension Density estimation Histograms and KDE Calibration can be done automacally But! Let

More information

A lower bound for the Laplacian eigenvalues of a graph proof of a conjecture by Guo

A lower bound for the Laplacian eigenvalues of a graph proof of a conjecture by Guo A lower bound for the Laplacian eigenvalues of a graph proof of a conjecture by Guo A. E. Brouwer & W. H. Haemers 2008-02-28 Abstract We show that if µ j is the j-th largest Laplacian eigenvalue, and d

More information

PARAMETERIZATION OF NON-LINEAR MANIFOLDS

PARAMETERIZATION OF NON-LINEAR MANIFOLDS PARAMETERIZATION OF NON-LINEAR MANIFOLDS C. W. GEAR DEPARTMENT OF CHEMICAL AND BIOLOGICAL ENGINEERING PRINCETON UNIVERSITY, PRINCETON, NJ E-MAIL:WGEAR@PRINCETON.EDU Abstract. In this report we consider

More information

DIMENSION REDUCTION. min. j=1

DIMENSION REDUCTION. min. j=1 DIMENSION REDUCTION 1 Principal Component Analysis (PCA) Principal components analysis (PCA) finds low dimensional approximations to the data by projecting the data onto linear subspaces. Let X R d and

More information

Lecture: Some Practical Considerations (3 of 4)

Lecture: Some Practical Considerations (3 of 4) Stat260/CS294: Spectral Graph Methods Lecture 14-03/10/2015 Lecture: Some Practical Considerations (3 of 4) Lecturer: Michael Mahoney Scribe: Michael Mahoney Warning: these notes are still very rough.

More information

Nonlinear Dimensionality Reduction. Jose A. Costa

Nonlinear Dimensionality Reduction. Jose A. Costa Nonlinear Dimensionality Reduction Jose A. Costa Mathematics of Information Seminar, Dec. Motivation Many useful of signals such as: Image databases; Gene expression microarrays; Internet traffic time

More information

Statistical Machine Learning

Statistical Machine Learning Statistical Machine Learning Christoph Lampert Spring Semester 2015/2016 // Lecture 12 1 / 36 Unsupervised Learning Dimensionality Reduction 2 / 36 Dimensionality Reduction Given: data X = {x 1,..., x

More information

Lecture 10 - Eigenvalues problem

Lecture 10 - Eigenvalues problem Lecture 10 - Eigenvalues problem Department of Computer Science University of Houston February 28, 2008 1 Lecture 10 - Eigenvalues problem Introduction Eigenvalue problems form an important class of problems

More information

CSC Linear Programming and Combinatorial Optimization Lecture 10: Semidefinite Programming

CSC Linear Programming and Combinatorial Optimization Lecture 10: Semidefinite Programming CSC2411 - Linear Programming and Combinatorial Optimization Lecture 10: Semidefinite Programming Notes taken by Mike Jamieson March 28, 2005 Summary: In this lecture, we introduce semidefinite programming

More information

Nonlinear Dimensionality Reduction

Nonlinear Dimensionality Reduction Outline Hong Chang Institute of Computing Technology, Chinese Academy of Sciences Machine Learning Methods (Fall 2012) Outline Outline I 1 Kernel PCA 2 Isomap 3 Locally Linear Embedding 4 Laplacian Eigenmap

More information

Linear Algebra Practice Problems

Linear Algebra Practice Problems Linear Algebra Practice Problems Page of 7 Linear Algebra Practice Problems These problems cover Chapters 4, 5, 6, and 7 of Elementary Linear Algebra, 6th ed, by Ron Larson and David Falvo (ISBN-3 = 978--68-78376-2,

More information

APPLICATIONS The eigenvalues are λ = 5, 5. An orthonormal basis of eigenvectors consists of

APPLICATIONS The eigenvalues are λ = 5, 5. An orthonormal basis of eigenvectors consists of CHAPTER III APPLICATIONS The eigenvalues are λ =, An orthonormal basis of eigenvectors consists of, The eigenvalues are λ =, A basis of eigenvectors consists of, 4 which are not perpendicular However,

More information

Linear Algebra (Review) Volker Tresp 2018

Linear Algebra (Review) Volker Tresp 2018 Linear Algebra (Review) Volker Tresp 2018 1 Vectors k, M, N are scalars A one-dimensional array c is a column vector. Thus in two dimensions, ( ) c1 c = c 2 c i is the i-th component of c c T = (c 1, c

More information

Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem

Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem Covariance Matrix Estimation for the Cryo-EM Heterogeneity Problem Amit Singer Princeton University Department of Mathematics and Program in Applied and Computational Mathematics July 25, 2014 Joint work

More information

EECS 275 Matrix Computation

EECS 275 Matrix Computation EECS 275 Matrix Computation Ming-Hsuan Yang Electrical Engineering and Computer Science University of California at Merced Merced, CA 95344 http://faculty.ucmerced.edu/mhyang Lecture 23 1 / 27 Overview

More information

Data Preprocessing Tasks

Data Preprocessing Tasks Data Tasks 1 2 3 Data Reduction 4 We re here. 1 Dimensionality Reduction Dimensionality reduction is a commonly used approach for generating fewer features. Typically used because too many features can

More information

Sensor Network Localization from Local Connectivity : Performance Analysis for the MDS-MAP Algorithm

Sensor Network Localization from Local Connectivity : Performance Analysis for the MDS-MAP Algorithm Sensor Network Localization from Local Connectivity : Performance Analysis for the MDS-MAP Algorithm Sewoong Oh, Amin Karbasi, and Andrea Montanari August 27, 2009 Abstract Sensor localization from only

More information

A Statistical Look at Spectral Graph Analysis. Deep Mukhopadhyay

A Statistical Look at Spectral Graph Analysis. Deep Mukhopadhyay A Statistical Look at Spectral Graph Analysis Deep Mukhopadhyay Department of Statistics, Temple University Office: Speakman 335 deep@temple.edu http://sites.temple.edu/deepstat/ Graph Signal Processing

More information

Spectral Processing. Misha Kazhdan

Spectral Processing. Misha Kazhdan Spectral Processing Misha Kazhdan [Taubin, 1995] A Signal Processing Approach to Fair Surface Design [Desbrun, et al., 1999] Implicit Fairing of Arbitrary Meshes [Vallet and Levy, 2008] Spectral Geometry

More information

CS 143 Linear Algebra Review

CS 143 Linear Algebra Review CS 143 Linear Algebra Review Stefan Roth September 29, 2003 Introductory Remarks This review does not aim at mathematical rigor very much, but instead at ease of understanding and conciseness. Please see

More information

Spectral Algorithms I. Slides based on Spectral Mesh Processing Siggraph 2010 course

Spectral Algorithms I. Slides based on Spectral Mesh Processing Siggraph 2010 course Spectral Algorithms I Slides based on Spectral Mesh Processing Siggraph 2010 course Why Spectral? A different way to look at functions on a domain Why Spectral? Better representations lead to simpler solutions

More information

2. Linear algebra. matrices and vectors. linear equations. range and nullspace of matrices. function of vectors, gradient and Hessian

2. Linear algebra. matrices and vectors. linear equations. range and nullspace of matrices. function of vectors, gradient and Hessian FE661 - Statistical Methods for Financial Engineering 2. Linear algebra Jitkomut Songsiri matrices and vectors linear equations range and nullspace of matrices function of vectors, gradient and Hessian

More information

7. Symmetric Matrices and Quadratic Forms

7. Symmetric Matrices and Quadratic Forms Linear Algebra 7. Symmetric Matrices and Quadratic Forms CSIE NCU 1 7. Symmetric Matrices and Quadratic Forms 7.1 Diagonalization of symmetric matrices 2 7.2 Quadratic forms.. 9 7.4 The singular value

More information

MTH50 Spring 07 HW Assignment 7 {From [FIS0]}: Sec 44 #4a h 6; Sec 5 #ad ac 4ae 4 7 The due date for this assignment is 04/05/7 Sec 44 #4a h Evaluate the erminant of the following matrices by any legitimate

More information

March 13, Paper: R.R. Coifman, S. Lafon, Diffusion maps ([Coifman06]) Seminar: Learning with Graphs, Prof. Hein, Saarland University

March 13, Paper: R.R. Coifman, S. Lafon, Diffusion maps ([Coifman06]) Seminar: Learning with Graphs, Prof. Hein, Saarland University Kernels March 13, 2008 Paper: R.R. Coifman, S. Lafon, maps ([Coifman06]) Seminar: Learning with Graphs, Prof. Hein, Saarland University Kernels Figure: Example Application from [LafonWWW] meaningful geometric

More information

G1110 & 852G1 Numerical Linear Algebra

G1110 & 852G1 Numerical Linear Algebra The University of Sussex Department of Mathematics G & 85G Numerical Linear Algebra Lecture Notes Autumn Term Kerstin Hesse (w aw S w a w w (w aw H(wa = (w aw + w Figure : Geometric explanation of the

More information

Periodicity & State Transfer Some Results Some Questions. Periodic Graphs. Chris Godsil. St John s, June 7, Chris Godsil Periodic Graphs

Periodicity & State Transfer Some Results Some Questions. Periodic Graphs. Chris Godsil. St John s, June 7, Chris Godsil Periodic Graphs St John s, June 7, 2009 Outline 1 Periodicity & State Transfer 2 Some Results 3 Some Questions Unitary Operators Suppose X is a graph with adjacency matrix A. Definition We define the operator H X (t)

More information

Clustering in kernel embedding spaces and organization of documents

Clustering in kernel embedding spaces and organization of documents Clustering in kernel embedding spaces and organization of documents Stéphane Lafon Collaborators: Raphy Coifman (Yale), Yosi Keller (Yale), Ioannis G. Kevrekidis (Princeton), Ann B. Lee (CMU), Boaz Nadler

More information

1 Review: symmetric matrices, their eigenvalues and eigenvectors

1 Review: symmetric matrices, their eigenvalues and eigenvectors Cornell University, Fall 2012 Lecture notes on spectral methods in algorithm design CS 6820: Algorithms Studying the eigenvalues and eigenvectors of matrices has powerful consequences for at least three

More information

7. Nuclear Magnetic Resonance

7. Nuclear Magnetic Resonance 7. Nuclear Magnetic Resonance Nuclear Magnetic Resonance (NMR) is another method besides crystallography that can be used to find structures of proteins. NMR spectroscopy is the observation of spins of

More information

Dimension Reduction and Low-dimensional Embedding

Dimension Reduction and Low-dimensional Embedding Dimension Reduction and Low-dimensional Embedding Ying Wu Electrical Engineering and Computer Science Northwestern University Evanston, IL 60208 http://www.eecs.northwestern.edu/~yingwu 1/26 Dimension

More information

Nonlinear Methods. Data often lies on or near a nonlinear low-dimensional curve aka manifold.

Nonlinear Methods. Data often lies on or near a nonlinear low-dimensional curve aka manifold. Nonlinear Methods Data often lies on or near a nonlinear low-dimensional curve aka manifold. 27 Laplacian Eigenmaps Linear methods Lower-dimensional linear projection that preserves distances between all

More information

Preprocessing & dimensionality reduction

Preprocessing & dimensionality reduction Introduction to Data Mining Preprocessing & dimensionality reduction CPSC/AMTH 445a/545a Guy Wolf guy.wolf@yale.edu Yale University Fall 2016 CPSC 445 (Guy Wolf) Dimensionality reduction Yale - Fall 2016

More information

Math 126 Lecture 8. Summary of results Application to the Laplacian of the cube

Math 126 Lecture 8. Summary of results Application to the Laplacian of the cube Math 126 Lecture 8 Summary of results Application to the Laplacian of the cube Summary of key results Every representation is determined by its character. If j is the character of a representation and

More information

Dimension Reduction Techniques. Presented by Jie (Jerry) Yu

Dimension Reduction Techniques. Presented by Jie (Jerry) Yu Dimension Reduction Techniques Presented by Jie (Jerry) Yu Outline Problem Modeling Review of PCA and MDS Isomap Local Linear Embedding (LLE) Charting Background Advances in data collection and storage

More information

Filtering via a Reference Set. A.Haddad, D. Kushnir, R.R. Coifman Technical Report YALEU/DCS/TR-1441 February 21, 2011

Filtering via a Reference Set. A.Haddad, D. Kushnir, R.R. Coifman Technical Report YALEU/DCS/TR-1441 February 21, 2011 Patch-based de-noising algorithms and patch manifold smoothing have emerged as efficient de-noising methods. This paper provides a new insight on these methods, such as the Non Local Means or the image

More information

Totally quasi-umbilic timelike surfaces in R 1,2

Totally quasi-umbilic timelike surfaces in R 1,2 Totally quasi-umbilic timelike surfaces in R 1,2 Jeanne N. Clelland, University of Colorado AMS Central Section Meeting Macalester College April 11, 2010 Definition: Three-dimensional Minkowski space R

More information

14 Singular Value Decomposition

14 Singular Value Decomposition 14 Singular Value Decomposition For any high-dimensional data analysis, one s first thought should often be: can I use an SVD? The singular value decomposition is an invaluable analysis tool for dealing

More information

From graph to manifold Laplacian: The convergence rate

From graph to manifold Laplacian: The convergence rate Appl. Comput. Harmon. Anal. 2 (2006) 28 34 www.elsevier.com/locate/acha Letter to the Editor From graph to manifold Laplacian: The convergence rate A. Singer Department of athematics, Yale University,

More information

ECE 8201: Low-dimensional Signal Models for High-dimensional Data Analysis

ECE 8201: Low-dimensional Signal Models for High-dimensional Data Analysis ECE 8201: Low-dimensional Signal Models for High-dimensional Data Analysis Lecture 7: Matrix completion Yuejie Chi The Ohio State University Page 1 Reference Guaranteed Minimum-Rank Solutions of Linear

More information

Statistics 202: Data Mining. c Jonathan Taylor. Week 2 Based in part on slides from textbook, slides of Susan Holmes. October 3, / 1

Statistics 202: Data Mining. c Jonathan Taylor. Week 2 Based in part on slides from textbook, slides of Susan Holmes. October 3, / 1 Week 2 Based in part on slides from textbook, slides of Susan Holmes October 3, 2012 1 / 1 Part I Other datatypes, preprocessing 2 / 1 Other datatypes Document data You might start with a collection of

More information

Part I. Other datatypes, preprocessing. Other datatypes. Other datatypes. Week 2 Based in part on slides from textbook, slides of Susan Holmes

Part I. Other datatypes, preprocessing. Other datatypes. Other datatypes. Week 2 Based in part on slides from textbook, slides of Susan Holmes Week 2 Based in part on slides from textbook, slides of Susan Holmes Part I Other datatypes, preprocessing October 3, 2012 1 / 1 2 / 1 Other datatypes Other datatypes Document data You might start with

More information

Laplacian Eigenmaps for Dimensionality Reduction and Data Representation

Laplacian Eigenmaps for Dimensionality Reduction and Data Representation Introduction and Data Representation Mikhail Belkin & Partha Niyogi Department of Electrical Engieering University of Minnesota Mar 21, 2017 1/22 Outline Introduction 1 Introduction 2 3 4 Connections to

More information

An Algorithmist s Toolkit September 10, Lecture 1

An Algorithmist s Toolkit September 10, Lecture 1 18.409 An Algorithmist s Toolkit September 10, 2009 Lecture 1 Lecturer: Jonathan Kelner Scribe: Jesse Geneson (2009) 1 Overview The class s goals, requirements, and policies were introduced, and topics

More information

Localization from Incomplete Noisy Distance Measurements

Localization from Incomplete Noisy Distance Measurements Localization from Incomplete Noisy Distance Measurements Adel Javanmard Department of Electrical Engineering Stanford University Andrea Montanari Department of Electrical Engineering and Department of

More information

Learning Eigenfunctions: Links with Spectral Clustering and Kernel PCA

Learning Eigenfunctions: Links with Spectral Clustering and Kernel PCA Learning Eigenfunctions: Links with Spectral Clustering and Kernel PCA Yoshua Bengio Pascal Vincent Jean-François Paiement University of Montreal April 2, Snowbird Learning 2003 Learning Modal Structures

More information

In particular, if A is a square matrix and λ is one of its eigenvalues, then we can find a non-zero column vector X with

In particular, if A is a square matrix and λ is one of its eigenvalues, then we can find a non-zero column vector X with Appendix: Matrix Estimates and the Perron-Frobenius Theorem. This Appendix will first present some well known estimates. For any m n matrix A = [a ij ] over the real or complex numbers, it will be convenient

More information

INTRODUCTION TO LIE ALGEBRAS. LECTURE 2.

INTRODUCTION TO LIE ALGEBRAS. LECTURE 2. INTRODUCTION TO LIE ALGEBRAS. LECTURE 2. 2. More examples. Ideals. Direct products. 2.1. More examples. 2.1.1. Let k = R, L = R 3. Define [x, y] = x y the cross-product. Recall that the latter is defined

More information

Fast and Robust Phase Retrieval

Fast and Robust Phase Retrieval Fast and Robust Phase Retrieval Aditya Viswanathan aditya@math.msu.edu CCAM Lunch Seminar Purdue University April 18 2014 0 / 27 Joint work with Yang Wang Mark Iwen Research supported in part by National

More information

Synchronization over Cartan motion groups via contraction

Synchronization over Cartan motion groups via contraction Synchronization over Cartan motion groups via contraction Onur Özyeşil, Nir Sharon 1, and Amit Singer 1, 1 Program in Applied and Computational Mathematics, Princeton University Department of Mathematics,

More information

1 Positive definiteness and semidefiniteness

1 Positive definiteness and semidefiniteness Positive definiteness and semidefiniteness Zdeněk Dvořák May 9, 205 For integers a, b, and c, let D(a, b, c) be the diagonal matrix with + for i =,..., a, D i,i = for i = a +,..., a + b,. 0 for i = a +

More information

Computing Steerable Principal Components of a Large Set of Images and Their Rotations Colin Ponce and Amit Singer

Computing Steerable Principal Components of a Large Set of Images and Their Rotations Colin Ponce and Amit Singer IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL 20, NO 11, NOVEMBER 2011 3051 Computing Steerable Principal Components of a Large Set of Images and Their Rotations Colin Ponce and Amit Singer Abstract We present

More information

Eigenvalue comparisons in graph theory

Eigenvalue comparisons in graph theory Eigenvalue comparisons in graph theory Gregory T. Quenell July 1994 1 Introduction A standard technique for estimating the eigenvalues of the Laplacian on a compact Riemannian manifold M with bounded curvature

More information

1. The Polar Decomposition

1. The Polar Decomposition A PERSONAL INTERVIEW WITH THE SINGULAR VALUE DECOMPOSITION MATAN GAVISH Part. Theory. The Polar Decomposition In what follows, F denotes either R or C. The vector space F n is an inner product space with

More information

Perturbation of the Eigenvectors of the Graph Laplacian: Application to Image Denoising

Perturbation of the Eigenvectors of the Graph Laplacian: Application to Image Denoising *Manuscript Click here to view linked References Perturbation of the Eigenvectors of the Graph Laplacian: Application to Image Denoising F.G. Meyer a,, X. Shen b a Department of Electrical Engineering,

More information

Dimensionality Reduction AShortTutorial

Dimensionality Reduction AShortTutorial Dimensionality Reduction AShortTutorial Ali Ghodsi Department of Statistics and Actuarial Science University of Waterloo Waterloo, Ontario, Canada, 2006 c Ali Ghodsi, 2006 Contents 1 An Introduction to

More information

Lecture 10. Semidefinite Programs and the Max-Cut Problem Max Cut

Lecture 10. Semidefinite Programs and the Max-Cut Problem Max Cut Lecture 10 Semidefinite Programs and the Max-Cut Problem In this class we will finally introduce the content from the second half of the course title, Semidefinite Programs We will first motivate the discussion

More information

Lecture 7: Positive Semidefinite Matrices

Lecture 7: Positive Semidefinite Matrices Lecture 7: Positive Semidefinite Matrices Rajat Mittal IIT Kanpur The main aim of this lecture note is to prepare your background for semidefinite programming. We have already seen some linear algebra.

More information

Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors /88 Chia-Ping Chen Department of Computer Science and Engineering National Sun Yat-sen University Linear Algebra Eigenvalue Problem /88 Eigenvalue Equation By definition, the eigenvalue equation for matrix

More information

8. Diagonalization.

8. Diagonalization. 8. Diagonalization 8.1. Matrix Representations of Linear Transformations Matrix of A Linear Operator with Respect to A Basis We know that every linear transformation T: R n R m has an associated standard

More information

Spectra of Digraph Transformations

Spectra of Digraph Transformations Spectra of Digraph Transformations Aiping Deng a,, Alexander Kelmans b,c a Department of Applied Mathematics, Donghua University, 201620 Shanghai, China arxiv:1707.00401v1 [math.co] 3 Jul 2017 b Department

More information

Linear Dimensionality Reduction

Linear Dimensionality Reduction Outline Hong Chang Institute of Computing Technology, Chinese Academy of Sciences Machine Learning Methods (Fall 2012) Outline Outline I 1 Introduction 2 Principal Component Analysis 3 Factor Analysis

More information

Rings, Paths, and Paley Graphs

Rings, Paths, and Paley Graphs Spectral Graph Theory Lecture 5 Rings, Paths, and Paley Graphs Daniel A. Spielman September 12, 2012 5.1 About these notes These notes are not necessarily an accurate representation of what happened in

More information

Dimensionality Reduc1on

Dimensionality Reduc1on Dimensionality Reduc1on contd Aarti Singh Machine Learning 10-601 Nov 10, 2011 Slides Courtesy: Tom Mitchell, Eric Xing, Lawrence Saul 1 Principal Component Analysis (PCA) Principal Components are the

More information

Math 108b: Notes on the Spectral Theorem

Math 108b: Notes on the Spectral Theorem Math 108b: Notes on the Spectral Theorem From section 6.3, we know that every linear operator T on a finite dimensional inner product space V has an adjoint. (T is defined as the unique linear operator

More information

Manifold Alignment using Procrustes Analysis

Manifold Alignment using Procrustes Analysis Chang Wang chwang@cs.umass.edu Sridhar Mahadevan mahadeva@cs.umass.edu Computer Science Department, University of Massachusetts, Amherst, MA 13 USA Abstract In this paper we introduce a novel approach

More information

0.1 Tangent Spaces and Lagrange Multipliers

0.1 Tangent Spaces and Lagrange Multipliers 01 TANGENT SPACES AND LAGRANGE MULTIPLIERS 1 01 Tangent Spaces and Lagrange Multipliers If a differentiable function G = (G 1,, G k ) : E n+k E k then the surface S defined by S = { x G( x) = v} is called

More information

Data-dependent representations: Laplacian Eigenmaps

Data-dependent representations: Laplacian Eigenmaps Data-dependent representations: Laplacian Eigenmaps November 4, 2015 Data Organization and Manifold Learning There are many techniques for Data Organization and Manifold Learning, e.g., Principal Component

More information

Linear Algebra & Geometry why is linear algebra useful in computer vision?

Linear Algebra & Geometry why is linear algebra useful in computer vision? Linear Algebra & Geometry why is linear algebra useful in computer vision? References: -Any book on linear algebra! -[HZ] chapters 2, 4 Some of the slides in this lecture are courtesy to Prof. Octavia

More information

Spectral radius, symmetric and positive matrices

Spectral radius, symmetric and positive matrices Spectral radius, symmetric and positive matrices Zdeněk Dvořák April 28, 2016 1 Spectral radius Definition 1. The spectral radius of a square matrix A is ρ(a) = max{ λ : λ is an eigenvalue of A}. For an

More information