Discovering hierarchical structure in normal relational data

Mikkel N. Schmidt, Tue Herlau, Morten Mørup

Abstract: Hierarchical clustering is a widely used tool for structuring and visualizing complex data using similarity. Traditionally, hierarchical clustering is based on local heuristics that do not explicitly provide assessment of the statistical saliency of the extracted hierarchy. We propose a non-parametric generative model for hierarchical clustering of similarity based on multifurcating Gibbs fragmentation trees. This allows us to infer and display the posterior distribution of hierarchical structures that comply with the data. We demonstrate the utility of our method on synthetic data and data of functional brain connectivity.