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Statistical Properties of Convex Clustering

Created on 13th September 2015

Kean Ming Tan; Daniela Witten;

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. Comments: 20 pages, 5 figures Subjects: Methodology (stat.ME); Statistics Theory (math.ST) Cite as: arXiv:1503.08340 [stat.ME]   (or arXiv:1503.08340v2 [stat.ME] for this version)

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