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is
d 1 ( i ) p 1 ( i ) 2
q 1
N
+ d 2 ( i ) p 2 ( i ) 2
q 2
min
(2.15)
i =1
s.t. p 1 ( i )+ p 2 ( i )=1 ,
p 1 ( i ) ,p 2 ( i )
0 ,i =1 ,
···
,N ,
where p 1 ( i ) ,p 2 ( i ) are the cluster probabilities at x i and d 1 ( i ) ,d 2 ( i ) are the cor-
responding distances. The problem separates into N problems like (2.12), and its
optimal value is
N
d 1 ( i ) d 2 ( i ) /q 1 q 2
d 1 ( i ) /q 1 + d 2 ( i ) /q 2
(2.16)
i =1
the sum of the joint distance functions of all points.
2.2.4. An Extremal Principle for the Cluster Sizes
Taking the cluster sizes as variables in the extremal principle (2.15),
d 1 ( i ) p 1 ( i ) 2
q 1
N
+ d 2 ( i ) p 2 ( i ) 2
q 2
min
(2.17)
i =1
s.t. q 1 + q 2 = N
q 1 ,q 2
0
with p 1 ( i ) ,p 2 ( i ) assumed known, we have the Lagrangian
d 1 ( i ) p 1 ( i ) 2
q 1
+ λ ( q 1 + q 2
N
+ d 2 ( i ) p 2 ( i ) 2
q 2
L ( q 1 ,q 2 )=
N ) (2.18)
i =1
Zeroing the partials ∂L/∂q k gives,
N
d k ( i ) p k ( i ) 2 ,k =1 , 2 ,
q k = 1
λ
(2.19)
i =1
and since q 1 + q 2 = N ,
N
d k ( i ) p k ( i ) 2 1 / 2
i =1
q k
N =
i =1 d 2 ( i ) p 2 ( i ) 2 1 / 2 ,k =1 , 2 .
(2.20)
N
i =1 d 1 ( i ) p 1 ( i ) 2 1 / 2
+ N
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