Pseudo-density estimation for clustering with Gaussian processes

Abstract

Gaussian processes (GP) provide a kernel machine framework. They have been mainly applied to regression and classification. We propose a pseudo-density estimation method based on the information of variance functions of GPs, which relates to the density of the data points. We also show how the constructed pseudo-density can be applied to clustering. Through simulation we show that the topology of the pseudo-density represents the clustering information well with promising results. © Springer-Verlag Berlin Heidelberg 2006.