diffusion maps for non-linear dimensionality reduction / manifold learning.
Coifman RR, Lafon S. Diffusion maps. Applied and computational harmonic analysis. 2006
J. de la Porte, B. M. Herbst, W. Hereman, S. J. van der Wal. An Introduction to Diffusion Maps. Proceedings of the 19th symposium of the pattern recognition association of South Africa. 2008
Tianlin Liu. A detailed derivation of the diffusion map. link