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Convergence in distribution of the multi-dimensional Kohonen algorithm
Published online by Cambridge University Press: 14 July 2016
Abstract
Here we consider the Kohonen algorithm with a constant learning rate as a Markov process evolving in a topological space. Despite the fact that the algorithm is not weak Feller, we show that it is a T-chain, regardless of the dimensionalities of both data space and network and the special shape of the neighborhood function. In addition for the practically important case of the multi-dimensional setting, it is shown that the chain is irreducible and aperiodic. We show that these imply the validity of Doeblin's condition, which in turn ensures the convergence in distribution of the process to an invariant probability measure with a geometric rate. Furthermore, it is shown that the process is positive Harris recurrent, which enables us to use statistical devices to measure the centrality and variability of the invariant probability measure. Our results cover a wide class of neighborhood functions.
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- Copyright © by the Applied Probability Trust 2001
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