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摘要
En 中文
The clusters of a distribution are often defined by the connected components of a density level set. However, this definition depends on the user-specified level. We address this issue by proposing a simple, generic algorithm, which uses an almost arbitrary level set estimator to estimate the smallest level at which there are more than one connected components. In the case where this algorithm is fed with histogram-based level set estimates, we provide a finite sample analysis, which is then used to show that the algorithm consistently estimates both the smallest level and the corresponding connected components. We further establish rates of convergence for the two estimation problems, and last but not least, we present a simple, yet adaptive strategy for determining the width-parameter of the involved density estimator in a data-depending way.
Keyword:
Cluster analysis
consistency
rates
adaptivity
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期刊
IF:
3.7
论文数:
2.8K
被引数:
2.9W
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引用论文
Monte Carlo sampling in dual space for approximating the empirical halfspace distance
ANNALS OF STATISTICS
IF3.7

