Data Model and Classification by Trees: The Minimum Variance Reduction (MVR) Method

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(n ⁴), where n is the number of objects. We describe the application of the MVR method to two data models: the weighted least-squares (WLS) model (V is diagonal), where the MVR method can be reduced to an O(n ³) time complexity; a model arising from the study of biological sequences, which involves a complex non-diagonal V matrix that is estimated from the dissimilarity matrix Δ. For both models, we provide simulation results that show a significant error reduction in the reconstruction of T, relative to classical agglomerative algorithms.