GRAPH CONNECTION LAPLACIAN METHODS CAN BE MADE ROBUST TO NOISE

Citation
Noureddine El Karoui et Hau-tieng Wu, GRAPH CONNECTION LAPLACIAN METHODS CAN BE MADE ROBUST TO NOISE, Annals of statistics , 44(1), 2016, pp. 346-372
Journal title
ISSN journal
00905364
Volume
44
Issue
1
Year of publication
2016
Pages
346 - 372
Database
ACNP
SICI code
Abstract
Recently, several data analytic techniques based on graph connection Laplacian (GCL) 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.