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High-dimensional data can be difficult to analyze. Assume data are distributed on a low-dimensional manifold. The Vector Diffusion Mapping (VDM), introduced by Singer-Wu, is a non-linear dimension reduction technique and is shown robust to noise. It has applications in cryo-electron microscopy and image denoising and has potential application in time-frequency analysis.

In this talk, I will present a theoretical analysis of the effectiveness of the VDM. Specifically, I will discuss parametrisation of the manifold and an embedding which is equivalent to the truncated VDM. In the differential geometry language, I use eigen-vector fields of the connection Laplacian operator to construct local coordinate charts that depend only on geometric properties of the manifold. Next, I use the coordinate charts to embed the entire manifold into a finite-dimensional Euclidean space. The proof of the results relies on solving the elliptic system and provide estimates for eigenvector fields and the heat kernel and their gradients.