Convex Clustering via l 1 Fusion Penalization

DOI10.1111/RSSB.12226zbMATH Open1381.62193arXiv1412.0753OpenAlexW2963414980MaRDI QIDQ4603797FDOQ4603797

Gourab Mukherjee, Peter Radchenko

Publication date: 19 February 2018

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Abstract: We study the large sample behavior of a convex clustering framework, which minimizes the sample within cluster sum of squares under an~$el{l}_1$ fusion constraint on the cluster centroids. This recently proposed approach has been gaining in popularity, however, its asymptotic properties have remained mostly unknown. Our analysis is based on a novel representation of the sample clustering procedure as a sequence of cluster splits determined by a sequence of maximization problems. We use this representation to provide a simple and intuitive formulation for the population clustering procedure. We then demonstrate that the sample procedure consistently estimates its population analog, and derive the corresponding rates of convergence. The proof conducts a careful simultaneous analysis of a collection of M-estimation problems, whose cardinality grows together with the sample size. Based on the new perspectives gained from the asymptotic investigation, we propose a key post-processing modification of the original clustering framework. We show, both theoretically and empirically, that the resulting approach can be successfully used to estimate the number of clusters in the population. Using simulated data, we compare the proposed method with existing number of clusters and modality assessment approaches, and obtain encouraging results. We also demonstrate the applicability of our clustering method for the detection of cellular subpopulations in a single-cell virology study.

Full work available at URL: https://arxiv.org/abs/1412.0753

zbMATH Keywords

convex clusteringnumber of clustersrates of convergencelarge sample behaviourfusion penalties

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (17)

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• Biconvex Clustering
• Panel data quantile regression with grouped fixed effects
• A novel convex clustering method for high-dimensional data using semiproximal ADMM
• Dynamic Visualization and Fast Computation for Convex Clustering via Algorithmic Regularization
• Adaptive Convex Clustering of Generalized Linear Models With Application in Purchase Likelihood Prediction
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• A dual reformulation and solution framework for regularized convex clustering problems
• Heterogeneous analysis for clustered data using grouped finite mixture models
• Estimation and clustering for partially heterogeneous single index model
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• Recovering Trees with Convex Clustering
• Solving Fused Penalty Estimation Problems via Block Splitting Algorithms
• Feature screening in large scale cluster analysis
• Identifying latent group structures in nonlinear panels

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