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The method of geometric harmonics is adapted to the situation of incompletedata by means of the iterated geometric harmonics (IGH) scheme. The method istested on natural and synthetic data sets with 50--500 data points anddimensionality of 400--10,000. Experiments suggest that the algorithm convergesto a near optimal solution within 4--6 iterations, at runtimes of less than 30minutes on a medium-grade desktop computer. The imputation of missing datavalues is applied to collections of damaged images (suffering from dataannihilation rates of up to 70\%) which are reconstructed with a surprisingdegree of accuracy.

Iterated geometric harmonics for data imputation and reconstruction of missing data