On the number of groups in clustering |
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Authors: | Aurélie Fischer |
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Institution: | aLSTA, Université Pierre et Marie Curie–Paris VI, Boîte 158, Couloir 15–16, 2e étage, 4 place Jussieu, 75252 Paris Cedex 05, France |
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Abstract: | Clustering is the problem of partitioning data into a finite number k of homogeneous and separate groups, called clusters. A good choice of k is essential for building meaningful clusters. In this paper, this task is addressed from the point of view of model selection via penalization. We design an appropriate penalty shape and derive an associated oracle-type inequality. The method is illustrated on both simulated and real-life data sets. |
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Keywords: | MSC: 62H30 |
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