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Autori principali: Zhao, Ping, Zhuang, Dan, Feng, Long
Natura: Preprint
Pubblicazione: 2026
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Accesso online:https://arxiv.org/abs/2605.00598
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author Zhao, Ping
Zhuang, Dan
Feng, Long
author_facet Zhao, Ping
Zhuang, Dan
Feng, Long
contents We propose a robust clustering framework for high-dimensional data with heavy tails and a large fraction of irrelevant variables. The method replaces the mean updates of Lloyd's $K$-means with \emph{spatial medians} to enhance robustness. For the assignment step, it admits either a Euclidean rule for computational simplicity or a robust Mahalanobis-type metric constructed from the spatial sign covariance matrix to account for heterogeneous scales and feature dependence. To handle the $p \gg n$ regime, we further introduce a simple \emph{hard feature-exclusion} mechanism that removes weakly separating dimensions based on across-center dispersion, with the exclusion threshold selected automatically via a permutation-based Gap criterion. Simulation studies under correlated Gaussian and multivariate $t$ models demonstrate that the proposed approach provides competitive clustering accuracy and improved stability relative to $K$-means and sparse $K$-means baselines.
format Preprint
id arxiv_https___arxiv_org_abs_2605_00598
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Sparse $K$-spatial-median clustering for high-dimensional data
Zhao, Ping
Zhuang, Dan
Feng, Long
Methodology
We propose a robust clustering framework for high-dimensional data with heavy tails and a large fraction of irrelevant variables. The method replaces the mean updates of Lloyd's $K$-means with \emph{spatial medians} to enhance robustness. For the assignment step, it admits either a Euclidean rule for computational simplicity or a robust Mahalanobis-type metric constructed from the spatial sign covariance matrix to account for heterogeneous scales and feature dependence. To handle the $p \gg n$ regime, we further introduce a simple \emph{hard feature-exclusion} mechanism that removes weakly separating dimensions based on across-center dispersion, with the exclusion threshold selected automatically via a permutation-based Gap criterion. Simulation studies under correlated Gaussian and multivariate $t$ models demonstrate that the proposed approach provides competitive clustering accuracy and improved stability relative to $K$-means and sparse $K$-means baselines.
title Sparse $K$-spatial-median clustering for high-dimensional data
topic Methodology
url https://arxiv.org/abs/2605.00598