Markov Random Walk Representations with Continuous Distributions

Chen-Hsiang Yeang; Martin Szummer

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arXiv · 1212.2510

Markov Random Walk Representations with Continuous Distributions

Chen-Hsiang Yeang·Martin Szummer

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Abstract

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the data density. We relate this diffusion equation to a path integral and derive the corresponding path probability measure. The framework is useful for incorporating continuous data densities and prior knowledge.

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Chen-Hsiang Yeang, Martin Szummer. 2012-10-19. Markov Random Walk Representations with Continuous Distributions. https://arxiv.org/abs/1212.2510

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