We herein introduce a new method of interpretable clustering that uses
unsupervised binary trees. It is a three-stage procedure, the first stage of
which entails a series of recursive binary splits to reduce the heterogeneity
of the data within the new subsamples. During the second stage (pruning),
consideration is given to whether adjacent nodes can be aggregated. Finally,
during the third stage (joining), similar clusters are joined together, even if
they do not descend from the same node originally. Consistency results are
obtained, and the procedure is used on simulated and real data sets.Comment: 25 pages, 6 figure