SearcharxivSearch

arXiv · 2503.18555

Hierarchical Clustering Algorithms on Poisson and Other Stationary Point Processes

Abstract

This paper introduces a hierarchical clustering algorithm, the Clustroid Hierarchical Nearest Neighbor ($\mathrm{CHN}^2$), designed for datasets with a countably infinite number of data represented by points in the Euclidean space. The method builds clusters across successive levels by linking nearest-neighbor points or clusters using the clustroid distance. The properties of this algorithm make it suitable for very large datasets. To evaluate its properties, we first apply the algorithm to the homogeneous Poisson point process, which serves as a natural null-hypothesis model with no intrinsic data aggregation. In this setting, the algorithm generates a random forest that is a deterministic factor of the Poisson point process, and hence unimodular. We prove that at every level, the level-$k$ graph has only finite connected components (a.s.) and derive bounds on their mean size. We also establish the existence of a limiting graph as the number of levels tends to infinity. In this limit, clusters are shown to be all infinite and one-ended, which induces a natural order within each component and supports a tree-like phylogenetic interpretation. Beyond the Poisson case, we extend the analysis to a class of Cox and more general stationary point processes without second-order descending chains (introduced here), for which analogous results hold. Simulations show that comparing the Cox case with the Poisson baseline allows an efficient detection of aggregation, thereby linking the stochastic-geometric analysis to practical clustering tasks.

Explore related subjects

Keep this discovery

BibTeXRIS

Sayeh Khaniha, François Baccelli. 2025-03-24. Hierarchical Clustering Algorithms on Poisson and Other Stationary Point Processes. https://arxiv.org/abs/2503.18555

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR