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Cluster-Based Dimensionality Reduction by Nonparametric Distributional Screening

Abstract

We consider dimensionality reduction for high-dimensional observations accompanied by a supplied partition into two or more clusters. The objective is not to construct a low-rank projection, but to retain an interpretable subset of the original coordinates that preserves the distributional information distinguishing the clusters. For each coordinate, the proposed procedure compares the cluster-specific empirical distribution functions through a several-sample Kolmogorov-Smirnov separation statistic. We formalize the resulting marginal cluster support and establish simultaneous finite-sample concentration over all coordinates, explicit bounds for false inclusions and omissions, and exact support recovery when the minimum distributional separation dominates the high-dimensional stochastic error. We also quantify the dimension inflation induced by using an unadjusted testing level and give a familywise-error-controlled version. Under a conditional sufficiency condition, sure screening preserves the full-data posterior cluster probabilities, mutual information, and Bayes risk; an additional result characterizes robustness to imperfectly estimated cluster labels. The procedure is invariant to strictly increasing coordinate transformations and can retain low-variance cluster signals that principal components may discard. We further develop average dual information, a criterion combining partition agreement after transformation with structural coverage of cluster-relevant coordinates, and derive its basic properties and consistency. Simulations illustrate the theory, the interpretability of the selected coordinates, and the distinction between cluster-directed screening and variance-directed projection.

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BibTeX
@misc{jha2026clusterbased,
  title = {{Cluster-Based Dimensionality Reduction by Nonparametric Distributional Screening}},
  author = {Sanoja Jha and Rishikesh Muralimohan and Praveen Athauda Arachchi and Abhishek Bhattacharjee},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.06854},
  eprint = {2609.06854},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.06854},
}
RIS
TY  - UNPB
TI  - Cluster-Based Dimensionality Reduction by Nonparametric Distributional Screening
AU  - Sanoja Jha
AU  - Rishikesh Muralimohan
AU  - Praveen Athauda Arachchi
AU  - Abhishek Bhattacharjee
PY  - 2026
DA  - 2026/09/06
PB  - arXiv
DO  - 10.48550/arxiv.2609.06854
UR  - https://arxiv.org/abs/2609.06854
AB  - We consider dimensionality reduction for high-dimensional observations accompanied by a supplied partition into two or more clusters. The objective is not to construct a low-rank projection, but to retain an interpretable subset of the original coordinates that preserves the distributional information distinguishing the clusters. For each coordinate, the proposed procedure compares the cluster-specific empirical distribution functions through a several-sample Kolmogorov-Smirnov separation statistic. We formalize the resulting marginal cluster support and establish simultaneous finite-sample concentration over all coordinates, explicit bounds for false inclusions and omissions, and exact support recovery when the minimum distributional separation dominates the high-dimensional stochastic error. We also quantify the dimension inflation induced by using an unadjusted testing level and give a familywise-error-controlled version. Under a conditional sufficiency condition, sure screening preserves the full-data posterior cluster probabilities, mutual information, and Bayes risk; an additional result characterizes robustness to imperfectly estimated cluster labels. The procedure is invariant to strictly increasing coordinate transformations and can retain low-variance cluster signals that principal components may discard. We further develop average dual information, a criterion combining partition agreement after transformation with structural coverage of cluster-relevant coordinates, and derive its basic properties and consistency. Simulations illustrate the theory, the interpretability of the selected coordinates, and the distinction between cluster-directed screening and variance-directed projection.
ER  -