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Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…

Methodology · Statistics 2021-10-26 Soham Mukherjee

Repulsive mixture models have recently gained popularity for Bayesian cluster detection. Compared to more traditional mixture models, repulsive mixture models produce a smaller number of well separated clusters. The most commonly used…

Methodology · Statistics 2021-04-20 Mario Beraha , Raffaele Argiento , Jesper Møller , Alessandra Guglielmi

Nonparametric Bayesian approaches provide a flexible framework for clustering without pre-specifying the number of groups, yet they are well known to overestimate the number of clusters, especially for functional data. We show that a…

Methodology · Statistics 2025-10-21 Fumiya Iwashige , Tomoya Wakayama , Shonosuke Sugasawa , Shintaro Hashimoto

From neuroscience and genomics to systems biology and ecology, researchers rely on clustering similarity data to uncover modular structure. Yet widely used clustering methods, such as hierarchical clustering, k-means, and WGCNA, lack…

Machine Learning · Statistics 2025-10-20 Magnus Neuman , Jelena Smiljanić , Martin Rosvall

We describe a network clustering framework, based on finite mixture models, that can be applied to discrete-valued networks with hundreds of thousands of nodes and billions of edge variables. Relative to other recent model-based clustering…

Computation · Statistics 2020-03-13 Duy Q. Vu , David R. Hunter , Michael Schweinberger

In this work we introduce a mixture of GPs to address the data association problem, i.e. to label a group of observations according to the sources that generated them. Unlike several previously proposed GP mixtures, the novel mixture has…

Machine Learning · Statistics 2011-08-18 Miguel Lázaro-Gredilla , Steven Van Vaerenbergh , Neil Lawrence

While several papers have investigated computationally and statistically efficient methods for learning Gaussian mixtures, precise minimax bounds for their statistical performance as well as fundamental limits in high-dimensional settings…

Machine Learning · Statistics 2013-06-11 Martin Azizyan , Aarti Singh , Larry Wasserman

Cluster analysis is a popular unsupervised learning tool used in many disciplines to identify heterogeneous sub-populations within a sample. However, validating cluster analysis results and determining the number of clusters in a data set…

Machine Learning · Statistics 2024-04-26 Ali Turfah , Xiaoquan Wen

The task of clustering a set of objects based on multiple sources of data arises in several modern applications. We propose an integrative statistical model that permits a separate clustering of the objects for each data source. These…

Machine Learning · Statistics 2015-12-01 Eric F. Lock , David B. Dunson

Various methods have been developed to combine inference across multiple sets of results for unsupervised clustering, within the ensemble clustering literature. The approach of reporting results from one `best' model out of several…

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Statistics Theory · Mathematics 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

The two most extended density-based approaches to clustering are surely mixture model clustering and modal clustering. In the mixture model approach, the density is represented as a mixture and clusters are associated to the different…

Machine Learning · Statistics 2016-09-16 José E. Chacón

We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead…

Computation · Statistics 2015-07-01 Niamh Russell , Thomas Brendan Murphy , Adrian E Raftery

We present a Bayesian inference approach to estimating the cumulative mass profile and mean squared velocity profile of a globular cluster given the spatial and kinematic information of its stars. Mock globular clusters with a range of…

Astrophysics of Galaxies · Physics 2022-03-09 Gwendolyn M. Eadie , Jeremy J. Webb , Jeffrey S. Rosenthal

We present a new model-based integrative method for clustering objects given both vectorial data, which describes the feature of each object, and network data, which indicates the similarity of connected objects. The proposed general model…

Machine Learning · Statistics 2017-10-25 Yunchuan Kong , Xiaodan Fan

A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…

Methodology · Statistics 2017-10-09 Brian C. Franczak , Ryan P. Browne , Paul D. McNicholas

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

Robustly determining the optimal number of clusters in a data set is an essential factor in a wide range of applications. Cluster enumeration becomes challenging when the true underlying structure in the observed data is corrupted by…

Signal Processing · Electrical Eng. & Systems 2021-05-06 Christian A. Schroth , Michael Muma

Heterogeneity has been a hot topic in recent educational literature. Several calls have been voiced to adopt methods that capture different patterns or subgroups within students behavior or functioning. Assuming that there is an average…

Methodology · Statistics 2023-06-13 Luca Scrucca , Mohammed Saqr , Sonsoles López-Pernas , Keefe Murphy

Clustering in image analysis is a central technique that allows to classify elements of an image. We describe a simple clustering technique that uses the method of similarity matrices. We expand upon recent results in spectral analysis for…

Statistics Theory · Mathematics 2022-03-23 Denis Gaidashev , Ralf Pihlström , Martin Ryner
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