Classical Multidimensional Scaling on Metric Measure Spaces

Abstract: We generalize the classical Multidimensional Scaling procedure to the setting of general metric measure spaces. We develop a related spectral theory for the generalized cMDS operator, which provides a more natural and rigorous mathematical background for cMDS. Also, we show that the sum of all negative eigenvalues of the cMDS operator is a new invariant measuring non-flatness of a metric measure space. Furthermore, the cMDS output of several non-finite exemplar metric measures spaces, in particular the cMDS for spheres S^{d-1} and subsets of Euclidean space, are studied. Finally, we prove the stability of the generalized cMDS process with respect to the Gromov-Wasserstein distance.