The remarkable simplicity of very high dimensional data: application of model-based clustering

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Publication:263091

DOI10.1007/S00357-009-9037-9zbMATH Open1337.62136arXiv0805.2756OpenAlexW2157267184MaRDI QIDQ263091FDOQ263091


Authors: F. Murtagh Edit this on Wikidata


Publication date: 4 April 2016

Published in: Journal of Classification (Search for Journal in Brave)

Abstract: An ultrametric topology formalizes the notion of hierarchical structure. An ultrametric embedding, referred to here as ultrametricity, is implied by a hierarchical embedding. Such hierarchical structure can be global in the data set, or local. By quantifying extent or degree of ultrametricity in a data set, we show that ultrametricity becomes pervasive as dimensionality and/or spatial sparsity increases. This leads us to assert that very high dimensional data are of simple structure. We exemplify this finding through a range of simulated data cases. We discuss also application to very high frequency time series segmentation and modeling.


Full work available at URL: https://arxiv.org/abs/0805.2756




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