Discussion of “Influential features PCA for high dimensional clustering”

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Discussion of Influential Features Pca for High Dimensional Clustering

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Influential Features Pca for High Dimensional Clustering

We consider a clustering problem where we observe feature vectors Xi ∈ R, i = 1, 2, . . . , n, from K possible classes. The class labels are unknown and the main interest is to estimate them. We are primarily interested in the modern regime of p n, where classical clustering methods face challenges. We propose Influential Features PCA (IF-PCA) as a new clustering procedure. In IF-PCA, we select...

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Discussion of “ Influential Feature Pca for High Dimensional Clustering ”

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Discussion of “ Influential Features Pca for High Dimensional Clustering ” , by J . Jin And

where z : {1, . . . , n} → {1, . . . ,K} is an unknown assignment of the observations to K classes, μ1, . . . , μK are unknown vectors in Rp, and Zi ∈ Rp are i.i.d. normal vectors with mean 0 and covariance matrix σIp. Here Ip is the p× p identity matrix. In [JW], the covariance matrix of Z1 is diagonal, with the diagonal elements bounded from below and from above by constants red that are inde...

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ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2016

ISSN: 0090-5364

DOI: 10.1214/16-aos1423a