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COLLOQUIUM
Department of Statistics and Probability
Michigan State University
Peter Hall
University of Melbourne
Australia
Clustering High-Dimensional Data
Using Evidence of Multimodality
Thursday, March 24, 2011
A405 Wells Hall
10:20 a.m. - 11:10 a.m.
Refreshments 10:00 a.m.
Abstract
We suggest a nonparametric approach to clustering very high-dimensional data, designed
particularly for problems where the mixture nature of a population is expressed through
multimodality of its density. In such cases a technique based implicitly on mode-testing can
be particularly effective. In principle, several alternative approaches could be used to assess
the extent of multimodality, but in the present problem the excess mass method has important advantages. The resulting methodology for determining clusters is particularly effective
in cases where the data are relatively heavy tailed or show a moderate to high degree of
correlation, or when the number of important components is relatively small.
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