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

Abstract

AbstractIn 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.