Hodge Laplacians and Hodge Diffusion Maps

We introduce Hodge Diffusion Maps, a novel manifold learning algorithm designed to analyze and extract topological information from high-dimensional data-sets. This method approximates the exterior derivative acting on differential forms, thereby providing an approximation of the Hodge Laplacian operator. Hodge Diffusion Maps extend existing non-linear dimensionality reduction techniques, including vector diffusion maps, as well as the theories behind diffusion maps and Laplacian Eigenmaps. Our approach captures higher-order topological features of the data-set by projecting it into lower-dimensional Euclidean spaces using the Hodge Laplacian. We develop a theoretical framework to estimate the approximation error of the exterior derivative, based on sample points distributed over a real manifold. Numerical experiments support and validate the proposed methodology.