An exact test for significance of clusters in binary data

Abstract

Unsupervised clustering of feature matrix data is an indispensible technique for exploratory data analysis and quality control of experimental data. However, clusters are difficult to assess for statistical significance in an objective way. We prove a formula for the distribution of the size of the set of samples, out of a population of fixed size, which display a given signature, conditional on the marginals (frequencies) of each individual feature comprising the signature. The resulting "exact test for coincidence" is widely applicable to objective assessment of clusters in any binary data. We also present a software package implementing the test, a suite of computational verifications of the main theorems, and a supplemental tool for cluster discovery using Formal Concept Analysis.