Discrete Hessian Eigenmaps method for dimensionality reduction

For a given set of data points lying on a low-dimensional manifold embedded in a high-dimensional space, the dimensionality reduction is to recover a low-dimensional parametrization from the data set. The recently developed Hessian Eigenmaps method is a mathematically rigorous method that also sets a theoretical framework for the nonlinear dimensionality reduction problem. In this paper, we develop a discrete version of the Hessian Eigenmaps method and present an analysis, giving conditions under which the method works as intended. As an application, a procedure to modify the standard constructions of k-nearest neighborhoods is presented to ensure that Hessian LLE can recover the original coordinates up to an affine transformation.