Euclidean commute time distance embedding and its application to spectral anomaly detection

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Spectral image analysis problems often begin by performing a preprocessing step composed of applying a transformation that generates an alternative representation of the spectral data. In this paper, a transformation based on a Markov-chain model of a random walk on a graph is introduced. More precisely, we quantify the random walk using a quantity known as the average commute time distance and find a nonlinear transformation that embeds the nodes of a graph in a Euclidean space where the separation between them is equal to the square root of this quantity. This has been referred to as the Commute Time Distance (CTD) transformation and it has the important characteristic of increasing when the number of paths between two nodes decreases and/or the lengths of those paths increase. Remarkably, a closed form solution exists for computing the average commute time distance that avoids running an iterative process and is found by simply performing an eigendecomposition on the graph Laplacian matrix. Contained in this paper is a discussion of the particular graph constructed on the spectral data for which the commute time distance is then calculated from, an introduction of some important properties of the graph Laplacian matrix, and a subspace projection that approximately preserves the maximal variance of the square root commute time distance. Finally, RX anomaly detection and Topological Anomaly Detection (TAD) algorithms will be applied to the CTD subspace followed by a discussion of their results.