We develop here an algorithmic framework for constructing consistent multiscale Laplacian eigenfunctions (vectors) on data. Consequently, we address the unsupervised machine learning task of finding scalar functions capturing consistent structure across scales in data, in a way that encodes intrinsic geometric and topological features. This is accomplished by two algorithms for eigenvector cascading. We show via examples that cascading accelerates the computation of graph Laplacian eigenvectors, and more importantly, that one obtains consistent bases of the associated eigenspaces across scales. Finally, we present an application to TDA mapper, showing that our multiscale Laplacian eigenvectors identify stable flair-like structures in mapper graphs of varying granularity.

Topological data analysis refers to a broad set of techniques that are used to make inferences about the shape of data. A popular topological summary is the persistence diagram. Through the language of random sets, we describe a notion of global probability density function for persistence diagrams that fully characterizes their behavior and in part provides a noise likelihood model. Our approach encapsulates the number of topological features and considers the appearance or disappearance of those near the diagonal in a stable fashion. In particular, the structure of our kernel individually tracks long persistence features, while considering those near the diagonal as a collective unit. The choice to describe short persistence features as a group reduces computation time while simultaneously retaining accuracy. Indeed, we prove that the associated kernel density estimate converges to the true distribution as the number of persistence diagrams increases and the bandwidth shrinks accordingly. We also establish the convergence of the mean absolute deviation estimate, defined according to the bottleneck metric. Lastly, examples of kernel density estimation are presented for typical underlying datasets as well as for virtual electroencephalographic data related to cognition.