Related papers: Sparse regression and marginal testing using clust…
The premise of independence among subjects in the same cluster/group often fails in practice, and models that rely on such untenable assumption can produce misleading results. To overcome this severe deficiency, we introduce a new…
Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or…
Inferring cluster structure in microarray datasets is a fundamental task for the -omic sciences. A fundamental question in Statistics, Data Analysis and Classification, is the prediction of the number of clusters in a dataset, usually…
This paper deals with unsupervised clustering with feature selection. The problem is to estimate both labels and a sparse projection matrix of weights. To address this combinatorial non-convex problem maintaining a strict control on the…
While clustering is ubiquitously used across science and industry, uncertainty in cluster assignments is rarely quantified with rigorous guarantees. We propose a novel conformal inference framework for clustering that returns confidence…
The spatial scan statistic is widely used to detect disease clusters in epidemiological surveillance. Since the seminal work by~\cite{kulldorff1997}, numerous extensions have emerged, including methods for defining scan regions, detecting…
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…
This paper uses topological data analysis (TDA) tools and introduces a data-driven clustering-based stock selection strategy tailored for sparse portfolio construction. Our asset selection strategy exploits the topological features of stock…
It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…
We propose a novel framework for sparse functional clustering that also embeds an alignment step. Sparse functional clustering means finding a grouping structure while jointly detecting the parts of the curves' domains where their grouping…
A recent literature in econometrics models unobserved cross-sectional heterogeneity in panel data by assigning each cross-sectional unit a one-dimensional, discrete latent type. Such models have been shown to allow estimation and inference…
'Big' high-dimensional data are commonly analyzed in low-dimensions, after performing a dimensionality-reduction step that inherently distorts the data structure. For the same purpose, clustering methods are also often used. These methods…
Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…
We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…
We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…
Comparisons between observed and predicted strong lensing properties of galaxy clusters have been routinely used to claim either tension or consistency with $\Lambda$CDM cosmology. However, standard approaches to such cosmological tests are…
Many methods have been developed to estimate the set of relevant variables in a sparse linear model Y= XB+e where the dimension p of B can be much higher than the length n of Y. Here we propose two new methods based on multiple hypotheses…
Micro-panel data are collected and analysed in many research and industry areas. Cluster analysis of micro-panel data is an unsupervised learning exploratory method identifying subgroup clusters in a data set which include homogeneous…
For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…
We consider the problem of sampling from the posterior distribution of a $d$-dimensional coefficient vector $\boldsymbol{\theta}$, given linear observations $\boldsymbol{y} = \boldsymbol{X}\boldsymbol{\theta}+\boldsymbol{\varepsilon}$. In…