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Geometric consistency of principal component scores for high‐dimensional mixture models and its application

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  • Kazuyoshi Yata
  • Makoto Aoshima

Abstract

In this article, we consider clustering based on principal component analysis (PCA) for high‐dimensional mixture models. We present theoretical reasons why PCA is effective for clustering high‐dimensional data. First, we derive a geometric representation of high‐dimension, low‐sample‐size (HDLSS) data taken from a two‐class mixture model. With the help of the geometric representation, we give geometric consistency properties of sample principal component scores in the HDLSS context. We develop ideas of the geometric representation and provide geometric consistency properties for multiclass mixture models. We show that PCA can cluster HDLSS data under certain conditions in a surprisingly explicit way. Finally, we demonstrate the performance of the clustering using gene expression datasets.

Suggested Citation

  • Kazuyoshi Yata & Makoto Aoshima, 2020. "Geometric consistency of principal component scores for high‐dimensional mixture models and its application," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(3), pages 899-921, September.
    • Handle: RePEc:bla:scjsta:v:47:y:2020:i:3:p:899-921
    DOI: 10.1111/sjos.12432
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    References listed on IDEAS

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    1. Peter Hall & J. S. Marron & Amnon Neeman, 2005. "Geometric representation of high dimension, low sample size data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(3), pages 427-444, June.
    2. Sungkyu Jung & Myung Hee Lee & Jeongyoun Ahn, 2018. "On the number of principal components in high dimensions," Biometrika, Biometrika Trust, vol. 105(2), pages 389-402.
    3. Makoto Aoshima & Kazuyoshi Yata, 2014. "A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 983-1010, October.
    4. Yata, Kazuyoshi & Aoshima, Makoto, 2013. "PCA consistency for the power spiked model in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 334-354.
    5. Borysov, Petro & Hannig, Jan & Marron, J.S., 2014. "Asymptotics of hierarchical clustering for growing dimension," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 465-479.
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    8. Yata, Kazuyoshi & Aoshima, Makoto, 2012. "Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 193-215.
    9. Yata, Kazuyoshi & Aoshima, Makoto, 2010. "Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2060-2077, October.
    10. Qiao, Xingye & Zhang, Hao Helen & Liu, Yufeng & Todd, Michael J. & Marron, J. S., 2010. "Weighted Distance Weighted Discrimination and Its Asymptotic Properties," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 401-414.
    11. Weiming Li & Jianfeng Yao, 2018. "On structure testing for component covariance matrices of a high dimensional mixture," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(2), pages 293-318, March.
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    Cited by:

    1. Modarres, Reza, 2022. "A high dimensional dissimilarity measure," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
    2. Nakayama, Yugo & Yata, Kazuyoshi & Aoshima, Makoto, 2021. "Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    3. Egashira, Kento & Yata, Kazuyoshi & Aoshima, Makoto, 2024. "Asymptotic properties of hierarchical clustering in high-dimensional settings," Journal of Multivariate Analysis, Elsevier, vol. 199(C).

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