Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/230729
Authors: 
Efimov, Kirill
Adamyan, Larisa
Spokoiny, Vladimir
Year of Publication: 
2018
Series/Report no.: 
IRTG 1792 Discussion Paper No. 2018-018
Abstract: 
This paper presents a new approach to non-parametric cluster analysis called Adaptive Weights Clustering (AWC). The idea is to identify the clustering structure by checking at different points and for dierent scales on departure from local homogeneity. The proposed procedure describes the clustering structure in terms of weights wij each of them measures the degree of local inhomogeneity for two neighbor local clusters using statistical tests of "no gap" between them. The procedure starts from very local scale, then the parameter of locality grows by some factor at each step. The method is fully adaptive and does not require to specify the number of clusters or their structure. The clustering results are not sensitive to noise and outliers, the procedure is able to recover dierent clusters with sharp edges or manifold structure. The method is scalable and computationally feasible. An intensive numerical study shows a state-of-the-art performance of the method in various articial examples and applications to text data. Our theoretical study states optimal sensitivity of AWC to local inhomogeneity.
Subjects: 
adaptive weights
clustering
gap coecient
manifold clustering
JEL: 
C00
Document Type: 
Working Paper

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