Optimal quantization of the mean measure and application to clustering of measures

Frédéric Chazal (1) , Clément Levrard (1, 2) , Martin Royer (1)

1 DATASHAPE - Understanding the Shape of Data
2 LPSM (UMR_8001) - Laboratoire de Probabilités, Statistique et Modélisation

This paper addresses the case where data come as point sets, or more generally as discrete measures. Our motivation is twofold: first we intend to approximate with a compactly supported measure the mean of the measure generating process, that coincides with the intensity measure in the point process framework, or with the expected persistence diagram in the framework of persistence-based topological data analysis. To this aim we provide two algorithms that we prove almost minimax optimal. Second we build from the estimator of the mean measure a vectorization map, that sends every measure into a finite-dimensional Euclidean space, and investigate its properties through a clustering-oriented lens. In a nutshell, we show that in a mixture of measure generating process, our technique yields a representation in $\mathbb{R}^k$, for $k \in \mathbb{N}^*$ that guarantees a good clustering of the data points with high probability. Interestingly, our results apply in the framework of persistence-based shape classification via the ATOL procedure described in \cite{Royer19}.

Domaines: Statistiques [math.ST]

Frédéric Chazal, Clément Levrard, Martin Royer. Optimal quantization of the mean measure and application to clustering of measures. 2020. ⟨hal-02465446v2⟩