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The Principal Components Analysis of a Graph, and its Relationships to Spectral Clustering

by: Marco S Francois


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This work presents a novel procedure for computing (1) distances between nodes of a weighted, undirected, graph, called the Euclidean Commute Time Distance (ECTD), and (2) a subspace projection of the nodes of the graph that preserves as much variance as possible, in terms of the ECTD -- a principal components analysis of the graph. It is based on a Markov-chain model of random walk through the graph. The model assigns transition probabilities to the links between nodes, so that a random...


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