Frequently asked questions

My goal with this FAQ is to gather detailed answers to some common questions that people often make when first presented to the ideas of diffusion maps. If you have any other question which is not listed here below, feel free to send me an e-mail at pedro-luiz.coelho-rodrigues at gipsa-lab dot fr. I'll be happy to talk about it! (there's not such thing as a stupid question)

• How to select the parameter $\epsilon$ in the Gaussian kernel?

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• Why the eigenvectors of matrix $\mathbf{P}$

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• How do I extend the embedding on a dataset to new points?

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• How do we deal with the cubic complexity of the eigendecomposition of matrix $\mathbf{P}$?

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• Diffusion maps look very similar to Laplacian eigenmaps, don't they?

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