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Algorithms for model-based Gaussian hierarchical clustering. (English) Zbl 0911.62052

Summary: Agglomerative hierarchical clustering methods based on Gaussian probability models have recently shown promise in a variety of applications. In this approach, a maximum-likelihood pair of clusters is chosen for merging at each stage. Unlike classical methods, model-based methods reduce to a recurrence relation only in the simplest case, which corresponds to the classical sum of squares method. We show how the structure of the Gaussian model can be exploited to yield efficient algorithms for agglomerative hierarchical clustering.

MSC:

62H30 Classification and discrimination; cluster analysis (statistical aspects)
65F99 Numerical linear algebra
65Y20 Complexity and performance of numerical algorithms
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