Debiasing and a local analysis for population clustering using semidefinite programming

• URL: http://arxiv.org/abs/2401.10927v1
• Date: Tue, 16 Jan 2024 03:14:24 GMT
• Title: Debiasing and a local analysis for population clustering using semidefinite programming
• Authors: Shuheng Zhou
• Abstract summary: We consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of $2$ sub-gaussian distributions. This work is motivated by the application of clustering individuals according to their population of origin.
• Score: 1.9761774213809036
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of $2$ sub-gaussian distributions. In particular, we analyze computational efficient algorithms proposed by the same author, to partition data into two groups approximately according to their population of origin given a small sample. This work is motivated by the application of clustering individuals according to their population of origin using $p$ markers, when the divergence between any two of the populations is small. We build upon the semidefinite relaxation of an integer quadratic program that is formulated essentially as finding the maximum cut on a graph, where edge weights in the cut represent dissimilarity scores between two nodes based on their $p$ features. Here we use $\Delta^2 :=p \gamma$ to denote the $\ell_2^2$ distance between two centers (mean vectors), namely, $\mu^{(1)}$, $\mu^{(2)}$ $\in$ $\mathbb{R}^p$. The goal is to allow a full range of tradeoffs between $n, p, \gamma$ in the sense that partial recovery (success rate $< 100\%$) is feasible once the signal to noise ratio $s^2 := \min\{np \gamma^2, \Delta^2\}$ is lower bounded by a constant. Importantly, we prove that the misclassification error decays exponentially with respect to the SNR $s^2$. This result was introduced earlier without a full proof. We therefore present the full proof in the present work. Finally, for balanced partitions, we consider a variant of the SDP1, and show that the new estimator has a superb debiasing property. This is novel to the best of our knowledge.

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