Modal-set estimation with an application to clustering

We present a procedure that can estimate – with statistical consistency guarantees – any local-maxima of a density, under benign distributional conditions. The procedure estimates all such local maxima, or modal-sets, of any bounded shape or dimension, including usual point-modes. In practice, modal-sets can arise as dense low-dimensional structures in noisy data, and more generally serve to better model the rich variety of locally dense structures in data. The procedure is then shown to be competitive on clustering applications, and moreover is quite stable to a wide range of settings of its tuning parameter.