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This paper builds the clustering model of measures of market microstructure features which are popular in predicting stock returns. In a 10-second time-frequency, we study the clustering structure of different measures to find out the best…

Statistical Finance · Quantitative Finance 2021-12-28 Liao Zhu , Ningning Sun , Martin T. Wells

This paper studies the bounded confidence model on growing fully-mixed populations. In this model, in addition to the usual opinion clusters, significant secondary clusters of smaller size appear systematically, while those secondary…

Physics and Society · Physics 2024-02-20 Yérali Gandica , Guillaume Deffuant

Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…

Statistics Theory · Mathematics 2019-08-21 Lanelot F. James

We introduce a general semiparametric clusterwise elliptical distribution to assess how latent cluster structure shapes continuous outcomes. Using a subjectwise representation, we first estimate cluster-specific mean vectors and a…

Methodology · Statistics 2026-04-10 Jen-Chieh Teng , Sheng-Hsin Fan , Chin-Tsang Chiang , Ming-Yueh Huang , Alvin Lim

We establish sample-path large deviation principles for the centered cumulative functional of marked Poisson cluster processes in the Skorokhod space equipped with the M1 topology, under joint regular variation assumptions on the marks and…

Probability · Mathematics 2025-07-22 Fabien Baeriswyl , Olivier Wintenberger

When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…

Machine Learning · Statistics 2016-06-28 Cheng Luo , Richard Yi Da Xu , Yang Xiang

Classical clustering algorithms typically either lack an underlying probability framework to make them predictive or focus on parameter estimation rather than defining and minimizing a notion of error. Recent work addresses these issues by…

Machine Learning · Statistics 2018-11-21 Lori A. Dalton , Marco E. Benalcázar , Edward R. Dougherty

We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…

Methodology · Statistics 2025-05-09 Hwasoo Shin , Marco A. R. Ferreira , Allison N. Tegge

Biclustering algorithms play a central role in the biotechnological and biomedical domains. The knowledge extracted supports the extraction of putative regulatory modules, essential to understanding diseases, aiding therapy research, and…

Databases · Computer Science 2022-12-13 Leonardo Alexandre , Rafael S. Costa , Rui Henriques

Challenges of assessing complexity and clonality in populations of mixed species arise in diverse areas of modern biology, including estimating diversity and clonality in microbiome populations, measuring patterns of T and B cell clonality,…

Methodology · Statistics 2014-08-07 Yi Liu , Andrew Z. Fire , Scott Boyd , Richard A. Olshen

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

Well-spread samples are desirable in many disciplines because they improve estimation when target variables exhibit spatial structure. This paper introduces an integrated methodological framework for spreading samples over the population's…

Methodology · Statistics 2025-10-29 Bardia Panahbehagh , Mehdi Mohebbi , Amir Mohammad HosseiniNasab

Mixtures of multivariate normal inverse Gaussian (MNIG) distributions can be used to cluster data that exhibit features such as skewness and heavy tails. However, for cluster analysis, using a traditional finite mixture model framework,…

Methodology · Statistics 2020-05-13 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

We study a universal object for the genealogy of a sample in populations with mutations: the critical birth-death process with Poissonian mutations, conditioned on its population size at a fixed time horizon. We show how this process arises…

Probability · Mathematics 2014-07-30 G. Achaz , C. Delaporte , A. Lambert

Clustering functional data is a challenging task due to intrinsic infinite-dimensionality and the need for stable, data-adaptive partitioning. In this work, we propose a clustering framework based on Random Projections, which simultaneously…

Methodology · Statistics 2025-12-18 Matteo Mori , Laura Anderlucci

Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input.…

Machine Learning · Computer Science 2013-09-27 Amar Shah , Zoubin Ghahramani

In this paper a relative number density parameter, called the neighborhood function, is introduced so that the crowded nature of the neighborhood of individual sources can be described. With this parameter one can determine the probability…

Astrophysics · Physics 2009-11-13 Yi-Ping Qin , Lian-Zhong Lv , Fu-Wen Zhang , Bin-Bin Zhang , Jin Zhang

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

A computational theory for clustering and a semi-supervised clustering algorithm is presented. Clustering is defined to be the obtainment of groupings of data such that each group contains no anomalies with respect to a chosen grouping…

Machine Learning · Computer Science 2025-07-17 Nassir Mohammad

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

Probability · Mathematics 2011-08-10 Youri Davydov , Ilya Molchanov , Sergei Zuyev