Filtering for Markov chains and spectral embedding

Seminar: 
Applied Mathematics
Event time: 
Tuesday, November 18, 2014 - 11:00am to 12:00pm
Location: 
AKW 000
Speaker: 
Stefan Steinerberger
Speaker affiliation: 
Yale University
Event description: 

Spectral methods have proven to be a valuable tool for the task of mapping a high-dimensional set of points into low dimensions in a way that preserves or even extracts the relevant, underlying geometric structures. We describe a simple operation on Markov chains which can increase the effectivity of these methods and give many examples; we also prove that this method will automatically correct random errors with high probability.