2015/03/28 by Tan, Kean Ming, Witten, Daniela · 3 citations
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1503.08340
In this manuscript, we study the statistical properties of convex clustering. We establish that convex clustering is closely related to single linkage hierarchical clustering and k-means clustering. In addition, we derive the range of tuning parameter for convex clustering that yields a non-trivial solution. We also provide an unbiased estimate of the degrees of freedom, and provide a finite sample bound for the prediction error for convex clustering. We compare convex clustering to some traditional clustering methods in simulation studies.