Modified Multidimensional Scaling and High Dimensional Clustering

10/24/2018
by   Xiucai Ding, et al.
0

Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a unified framework that includes low, moderate and high dimensions, we study multidimensional scaling in the setting of clustering noisy data. Our results suggest that, in order to achieve consistent estimation of the embedding scheme, the classical multidimensional scaling needs to be modified, especially when the noise level increases. To this end, we propose modified multidimensional scaling which applies a nonlinear transformation to the sample eigenvalues. The nonlinear transformation depends on the dimensionality, sample size and unknown moment. We show that modified multidimensional scaling followed by various clustering algorithms can achieve exact recovery, i.e., all the cluster labels can be recovered correctly with probability tending to one. Numerical simulations and two real data applications lend strong support to our proposed methodology. As a byproduct, we unify and improve existing results on the ℓ_∞ bound for eigenvectors under only low bounded moment conditions. This can be of independent interest.

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