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An analysis of classical multidimensional scaling with applications to clustering. (English) Zbl 1508.94042

Summary: Classical multidimensional scaling is a widely used dimension reduction technique. Yet few theoretical results characterizing its statistical performance exist. This paper provides a theoretical framework for analyzing the quality of embedded samples produced by classical multidimensional scaling. This lays a foundation for various downstream statistical analyses, and we focus on clustering noisy data. Our results provide scaling conditions on the signal-to-noise ratio under which classical multidimensional scaling followed by a distance-based clustering algorithm can recover the cluster labels of all samples. Simulation studies confirm these scaling conditions are sharp. Applications to the cancer gene-expression data, the single-cell RNA sequencing data and the natural language data lend strong support to the methodology and theory.

MSC:

94A16 Informational aspects of data analysis and big data
94A20 Sampling theory in information and communication theory
62H25 Factor analysis and principal components; correspondence analysis
62H30 Classification and discrimination; cluster analysis (statistical aspects)
92C55 Biomedical imaging and signal processing
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