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2.2.5. Centers
Dealing first with the case of 2 clusters, we rewrite (2.15) as a function of the
cluster centers,
d 1 ( x i , c 1 ) p 1 ( x i ) 2
q 1
N
+ d 2 ( x i , c 2 ) p 2 ( x i ) 2
q 2
f ( c 1 , c 2 )=
(2.21)
i =1
and look for centers c 1 , c 2 minimizing f .
Theorem 2.2. Let the distance functions d 1 ,d 2 in (2.21) be elliptic,
d ( x , c k )= ( x c k ) ,Q k ( x c k ) 1 / 2 ,k =1 , 2 ,
(2.22)
where Q 1 ,Q 2 are positive definite, so that
( x i c 1 ) ,Q 1 ( x i c 1 ) p 1 ( x i ) 2
q 1
+ ( x i c 2 ) ,Q 2 ( x i c 2 ) p 2 ( x i ) 2
q 2
N
f ( c 1 , c 2 )=
i =1
,
(2.23)
and let the probabilities p k ( x i ) and cluster sizes q k be given. If the minimizers
c 1 , c 2 of (2.23) do not coincide with any of the data points x i , they are given by
N
N
x i ,
x i ,
u 1 ( x i )
u 2 ( x i )
N
c 1 =
c 2 =
(2.24)
t =1 u 1 ( x t )
t =1 u 2 ( x t )
N
i =1
i =1
where
d 2 ( x i , c 2 )
q 2
2
1
d 1 ( x i , c 1 )
u 1 ( x i )=
2 ,
d 1 ( x i , c 1 )
q 1
+ d 2 ( x i , c 2 )
q 2
(2.25)
d 1 ( x i , c 1 )
q 1
2
1
d 2 ( x i , c 2 )
u 2 ( x i )=
2 ,
d 1 ( x i , c 1 )
q 1
+ d 2 ( x i , c 2 )
q 2
or equivalently, in terms of the probabilities (2.7),
u 1 ( x i )= p 1 ( x i ) 2
d 1 ( x i , c 1 ) , u 2 ( x i )= p 2 ( x i ) 2
d 2 ( x i , c 2 ) .
(2.26)
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