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This paper deals with clustering methods based on adaptive distances for histogram data using a dynamic clustering algorithm. Histogram data describes individuals in terms of empirical distributions. These kind of data can be considered as…

Statistics Theory · Mathematics 2016-05-03 Antonio Irpino , Rosanna Verde , Francisco de AT De Carvalho

In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…

Statistical Finance · Quantitative Finance 2015-12-09 Frederik Meudt , Martin Theissen , Rudi Schäfer , Thomas Guhr

This paper addresses the asymptotic behavior of a particular type of information-plus-noise-type matrices, where the column and row number of the matrices are large and of the same order, while signals are diverged and time delays of the…

Information Theory · Computer Science 2019-03-11 Guanping Lu , Jinsong Wu , Robert C. Qiu

Performance accuracy of the Euclidean Distance Discriminant rule (EDDR) is studied in the high-dimensional asymptotic framework which allows the dimensionality to exceed sample size. Under mild assumptions on the traces of the covariance…

Statistics Theory · Mathematics 2014-03-04 H. Watanabe , M. Hyodo , T. Seo , T. Pavlenko

In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…

Mathematical Physics · Physics 2020-11-17 Santosh Kumar , S. Sai Charan

While statistical modeling of distributional data has gained increased attention, the case of multivariate distributions has been somewhat neglected despite its relevance in various applications. This is because the Wasserstein distance,…

Methodology · Statistics 2025-10-21 Han Chen , Yidong Zhou , Hans-Georg Müller

Although distance measures are used in many machine learning algorithms, the literature on the context-independent selection and evaluation of distance measures is limited in the sense that prior knowledge is used. In cluster analysis,…

Machine Learning · Computer Science 2021-08-24 Michael C. Thrun

The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the empirically much more important real case still poses…

Mathematical Physics · Physics 2015-02-13 Tim Wirtz , Mario Kieburg , Thomas Guhr

The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

Machine Learning · Computer Science 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

Several disciplines, such as econometrics, neuroscience, and computational psychology, study the dynamic interactions between variables over time. A Bayesian nonparametric model known as the Wishart process has been shown to be effective in…

Methodology · Statistics 2024-06-10 Hester Huijsdens , David Leeftink , Linda Geerligs , Max Hinne

This paper presents a technique for reducing speckle in Polarimetric Synthetic Aperture Radar (PolSAR) imagery using Nonlocal Means and a statistical test based on stochastic divergences. The main objective is to select homogeneous pixels…

Information Theory · Computer Science 2013-04-18 Leonardo Torres , Sidnei J. S. Sant'Anna , Corina C. Freitas , Alejandro C. Frery

This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In the course of this study, a graphical tool-kit using…

Methodology · Statistics 2024-08-19 Pratim Guha Niyogi , Subhra Sankar Dhar

In this paper we study the distribution of the scaled largest eigenvalue of complexWishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have…

Information Theory · Computer Science 2012-02-06 Lu Wei , Olav Tirkkonen , Prathapasinghe Dharmawansa , Matthew McKay

Measured exponents associated with Stretched Exponential Relaxation (SER) are widely scattered in microscopically inhomogeneous glasses, but accurately bifurcate into two "magic" values, 3/5 and 3/7, in a wide variety of microscopically…

Soft Condensed Matter · Physics 2015-05-28 G. G. Naumis , J. C. Phillips

This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised Wishart distribution, the joint density…

Statistics Theory · Mathematics 2010-10-12 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant…

Methodology · Statistics 2023-06-09 Harsh Parikh , Cynthia Rudin , Alexander Volfovsky

In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product, using which the characteristic function of the product and…

Statistics Theory · Mathematics 2016-11-10 Taras Bodnar , Stepan Mazur , Stanislas Muhinyuza , Nestor Parolya

In this paper we consider some hypothesis tests within a family of Wishart distributions, where both the sample space and the parameter space are symmetric cones. For such testing problems, we first derive the joint density of the ordered…

Statistics Theory · Mathematics 2012-01-04 Emanuel Ben-David

Rapidly growing data sizes of scientific simulations pose significant challenges for interactive visualization and analysis techniques. In this work, we propose a compact probabilistic representation to interactively visualize large…

Graphics · Computer Science 2020-10-16 Tobias Rapp , Christoph Peters , Carsten Dachsbacher

The Wishart distribution is the standard conjugate prior for the precision of the multivariate Gaussian likelihood, when the mean is known -- while the normal-Wishart can be used when the mean is also unknown. It is however not so obvious…

Machine Learning · Statistics 2021-09-17 Niko Brümmer