Discovering and Visualizing Hierarchy in Multivariate Data

Abstract: How to extract useful insights from data is always a challenge, especially if the data is multidimensional. Often, the data can be organized according to certain hierarchical structure that are stemmed either from data collection process or from the information and phenomena carried by the data itself. The current study attempts to discover and visualize these underlying hierarchies. By regarding each observation in the data as a draw from a (hypothetical) multidimensional joint density, our first goal is to approximate this unknown density with a piecewise constant function via binary partition, our non-parametric approach makes no assumptions on the form of the density. Given the piecewise constant density function and its corresponding binary partition, our second goal is to construct a connected graph and build up a tree representation of the data by level sets. To demonstrate that our method is a general data mining and visualization tool which can provide "multi-resolution" summaries and reveal different levels of information of the data, we apply it to two real data sets from Flow Cytometry and Social Network.