Variance, Clustering, and Density Estimation Revisited

We propose here a simple, robust and scalable technique to perform supervised clustering on numerical data. It can also be used for density estimation, and even to define a concept of variance that is scale-invariant. This is part of our general statistical framework for data science. Here we discuss clustering and density estimation on the grid. The grid can be seen as an 2-dimensional or 3-dimensional array.