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In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic…
Many cellular responses to surrounding cues require temporally concerted transcriptional regulation of multiple genes. In prokaryotic cells, a single-input-module motif with one transcription factor regulating multiple target genes can…
In complex systems, events occur at irregular intervals that inherently encode the underlying dynamics of the system. Analyzing the temporal clustering of these events reveals critical insights into the non-random patterns and the temporal…
It is well-known that the aggregated time series might have very different properties from those of the individual series, in particular, long memory. At the present time, aggregation has become one of the main tools for modelling of long…
Multiple outcomes, both continuous and discrete, are routinely gathered on subjects in longitudinal studies and during routine clinical follow-up in general. To motivate our work, we consider a longitudinal study on patients with primary…
Model-based clustering of moderate or large dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked…
The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…
We study the long-term memory in diverse stock market indices and foreign exchange rates using the Detrended Fluctuation Analysis(DFA). For all daily and high-frequency market data studied, no significant long-term memory property is…
Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…
Time-series clustering serves as a powerful data mining technique for time-series data in the absence of prior knowledge about clusters. A large amount of time-series data with large size has been acquired and used in various research…
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…
Mixture models combine multiple components into a single probability density function. They are a natural statistical model for many situations in astronomy, such as surveys containing multiple types of objects, cluster analysis in various…
In predictive process analytics, current and historical process data in event logs is used to predict the future, e.g., to predict the next activity or how long a process will still require to complete. Recurrent neural networks (RNN) and…
Families of mixtures of multivariate power exponential (MPE) distributions have been previously introduced and shown to be competitive for cluster analysis in comparison to other elliptical mixtures including mixtures of Gaussian…
Time series data analysis is prevalent across various domains, including finance, healthcare, and environmental monitoring. Traditional time series clustering methods often struggle to capture the complex temporal dependencies inherent in…
In many clustering scenes, data samples' attribute values change over time. For such data, we are often interested in obtaining a partition for each time step and tracking the dynamic change of partitions. Normally, a smooth change is…
We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long memory phenomenon. We give a characterization of a subclass of aggregated processes which can be obtained from simpler,…
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extreme event is typically expressed through its return period,…
In recent years, mixup regularization has gained popularity as an effective way to improve the generalization performance of deep learning models by training on convex combinations of training data. While many mixup variants have been…
Metabolic heterogeneity is widely recognised as the next challenge in our understanding of non-genetic variation. A growing body of evidence suggests that metabolic heterogeneity may result from the inherent stochasticity of intracellular…