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The Excess Mass Approach and the Analysis of Multi-Modality

Sawitzki, Günther

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Abstract

The excess mass approach is a general approach to statistical analysis. It can be used to formulate a probabilistic model for clustering and can be applied to the analysis of multi-modality. Intuitively, a mode is present where an excess of probability mass is concentrated. This intuitive idea can be formalized directly by means of the excess mass functional. There is no need for intervening steps like initial density estimation. The excess mass measures the local difference of a given distribution to a reference model, usually the uniform distribution. The excess mass defines a functional which can be estimated efficiently from the data and can be used to test for multi-modality.

Item Type: Working paper
Place of Publication: Heidelberg
Date Deposited: 27 Jun 2016 15:20
Date: December 1998
Number of Pages: 9
Faculties / Institutes: The Faculty of Mathematics and Computer Science > Department of Applied Mathematics
Subjects: 510 Mathematics
Schriftenreihe ID: Beiträge zur Statistik > Reports
Additional Information: Veröffentlicht in: W. Gaul, D. Pfeifer (eds.): From data to knowledge: Theoretical and practical aspectsof classification, data analysis and knowledge organization. Proc. 18thAnnual Conference of the GfKl, Univ. of Oldenburg, 1996. Springer Verlag,Heidelberg Berlin ISBN 3-540-60354-9 pp. 203 - 211.
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