Clustering Multivariate Normal Distributions
Clustering Multivariate Normal Distributions
复制标题
多元正态分布聚类
DOI:
10.1007/978-3-642-00826-9_7
复制
发表时间:
2009
影响因子:
8.2
通讯作者:
R. Nock
中科院分区:
文献类型:
--
作者:
F. Nielsen;R. Nock
In this paper, we consider the task of clustering multivariate normal distributions with respect to the relative entropy into a prescribed number, k , of clusters using a generalization of Lloyd's k -means algorithm [1]. We revisit this information-theoretic clustering problem under the auspices of mixed-type Bregman divergences, and show that the approach of Davis and Dhillon [2] (NIPS*06) can also be derived directly, by applying the Bregman k -means algorithm, once the proper vector/matrix Legendre transformations are defined. We further explain the dualistic structure of the sided k -means clustering, and present a novel k -means algorithm for clustering with respect to the symmetrical relative entropy, the J -divergence.Our approach extends to differential entropic clustering of arbitrary members of the same exponential families in statistics.