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Motivated by the problem of computing investment portfolio weightings we investigate various methods of clustering as alternatives to traditional mean-variance approaches. Such methods can have significant benefits from a practical point of…

Machine Learning · Computer Science 2015-02-19 Aldo Pacchiano , Oliver Williams

Typically clustering algorithms provide clustering solutions with prespecified number of clusters. The lack of a priori knowledge on the true number of underlying clusters in the dataset makes it important to have a metric to compare the…

Machine Learning · Computer Science 2018-11-20 Amber Srivastava , Mayank Baranwal , Srinivasa Salapaka

We propose a new anytime hierarchical clustering method that iteratively transforms an arbitrary initial hierarchy on the configuration of measurements along a sequence of trees we prove for a fixed data set must terminate in a chain of…

Machine Learning · Statistics 2014-04-15 Omur Arslan , Daniel E. Koditschek

Phylogenetic inference can potentially result in a more accurate tree using data from multiple loci. However, if the loci are incongruent--due to events such as incomplete lineage sorting or horizontal gene transfer--it can be misleading to…

Populations and Evolution · Quantitative Biology 2016-03-10 Kevin Gori , Tomasz Suchan , Nadir Alvarez , Nick Goldman , Christophe Dessimoz

This note outlines a method for clustering time series based on a statistical model in which volatility shifts at unobserved change-points. The model accommodates some classical stylized features of returns and its relation to GARCH is…

Methodology · Statistics 2019-06-26 Nick Whiteley

Clustering is a fundamental analysis tool aiming at classifying data points into groups based on their similarity or distance. It has found successful applications in all natural and social sciences, including biology, physics, economics,…

Information Retrieval · Computer Science 2021-02-24 Wen-Bo Xie , Yan-Li Lee , Cong Wang , Duan-Bing Chen , Tao Zhou

We propose a nearest neighbor based clustering algorithm that results in a naturally defined hierarchy of clusters. In contrast to the agglomerative and divisive hierarchical clustering algorithms, our approach is not dependent on the…

Data Structures and Algorithms · Computer Science 2022-03-16 Kaan Gokcesu , Hakan Gokcesu

We propose a statistical method for clustering of multivariate longitudinal data into homogeneous groups. This method relies on a time-varying extension on the classical K-means algorithm, where a multivariate vector autoregressive model is…

Methodology · Statistics 2014-04-25 Antonello Maruotti , Maurizio Vichi

Clustering is one of the most universal approaches for understanding complex data. A pivotal aspect of clustering analysis is quantitatively comparing clusterings; clustering comparison is the basis for many tasks such as clustering…

Machine Learning · Statistics 2019-06-13 Alexander J. Gates , Ian B. Wood , William P. Hetrick , Yong-Yeol Ahn

The last decades have not only been characterized by an explosive growth of data, but also an increasing appreciation of data as a valuable resource. Their value comes with the ability to extract meaningful patterns that are of economic,…

Machine Learning · Statistics 2020-02-27 Jonas I. Liechti , Sebastian Bonhoeffer

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

Machine Learning · Computer Science 2008-10-31 Qiang Li , Yan He , Jing-ping Jiang

We propose ClusPath, a novel algorithm for detecting general evolution tendencies in a population of entities. We show how abstract notions, such as the Swedish socio-economical model (in a political dataset) or the companies fiscal…

Databases · Computer Science 2015-12-14 Marian-Andrei Rizoiu , Julien Velcin , Stéphane Bonnevay , Stéphane Lallich

We study the design of interactive clustering algorithms for data sets satisfying natural stability assumptions. Our algorithms start with any initial clustering and only make local changes in each step; both are desirable features in many…

Data Structures and Algorithms · Computer Science 2015-03-23 Pranjal Awasthi , Maria-Florina Balcan , Konstantin Voevodski

Cluster analysis relates to the task of assigning objects into groups which ideally present some desirable characteristics. When a cluster structure is confined to a subset of the feature space, traditional clustering techniques face…

Machine Learning · Statistics 2026-04-14 Efthymios Costa , Ioanna Papatsouma , Angelos Markos

Clustering is a fundamental tool for analyzing large data sets. A rich body of work has been devoted to designing data-stream algorithms for the relevant optimization problems such as $k$-center, $k$-median, and $k$-means. Such algorithms…

Data Structures and Algorithms · Computer Science 2018-12-06 Kook Jin Ahn , Graham Cormode , Sudipto Guha , Andrew McGregor , Anthony Wirth

Photomosaic images are a type of images consisting of various tiny images. A complete form can be seen clearly by viewing it from a long distance. Small tiny images which replace blocks of the original image can be seen clearly by viewing…

Computer Vision and Pattern Recognition · Computer Science 2018-04-10 Yaodong He , Jianfeng Zhou , Shiu Yin Yuen

In temporal ordered clustering, given a single snapshot of a dynamic network in which nodes arrive at distinct time instants, we aim at partitioning its nodes into $K$ ordered clusters $\mathcal{C}_1 \prec \cdots \prec \mathcal{C}_K$ such…

Social and Information Networks · Computer Science 2020-08-10 Krzysztof Turowski , Jithin K. Sreedharan , Wojciech Szpankowski

Traditional machine learning approaches assume that data comes from a single generating mechanism, which may not hold for most real life data. In these cases, the single mechanism assumption can result in suboptimal performance. We…

Machine Learning · Computer Science 2025-01-31 Mehmet Efe Lorasdagi , Ahmet Berker Koc , Ali Taha Koc , Suleyman Serdar Kozat

The large amount of data on galaxies, up to higher and higher redshifts, asks for sophisticated statistical approaches to build adequate classifications. Multivariate cluster analyses, that compare objects for their global similarities, are…

Cosmology and Nongalactic Astrophysics · Physics 2011-06-22 Didier Fraix-Burnet

Notwithstanding the popularity of conventional clustering algorithms such as K-means and probabilistic clustering, their clustering results are sensitive to the presence of outliers in the data. Even a few outliers can compromise the…

Machine Learning · Statistics 2015-05-27 Pedro A. Forero , Vassilis Kekatos , Georgios B. Giannakis
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