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Related papers: Clustering of high values in random fields

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We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

New experimental methods make it possible to measure the expression levels of many genes, simultaneously, in snapshots from thousands or even millions of individual cells. Current approaches to analyze these experiments involve clustering…

We study the asymptotic behaviour of stationary densities of one-dimensional random diffeomorphisms, at the boundaries of their support, which correspond to deterministic fixed points of extremal diffeomorphisms. In particular, we show how…

Probability · Mathematics 2024-10-25 Jeroen S. W. Lamb , Guillermo Olicón-Méndez , Martin Rasmussen

Complex network theory crucially depends on the assumptions made about the degree distribution, while fitting degree distributions to network data is challenging, in particular for scale-free networks with power-law degrees. We present a…

Physics and Society · Physics 2022-12-28 Judith Brugman , Johan S. H. van Leeuwaarden , Clara Stegehuis

Let $\{X(s,t):s,t\geqslant 0\}$ be a centered homogeneous Gaussian field with a.s. continuous sample paths and correlation function $r(s,t)=Cov(X(s,t),X(0,0))$ such that…

Probability · Mathematics 2013-12-11 Krzysztof Dębicki , Enkelejd Hashorva , Natalia Soja-Kukieła

We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…

Probability · Mathematics 2025-03-21 Tatiana Brailovskaya , Ramon van Handel

Using the optimal velocity (OV) model as an example, we show that in the non-linear regime there is an emergent quantity that gives the extremum headways in the cluster formation, as well as the coexistence curve separating the absolute…

Statistical Mechanics · Physics 2016-05-11 Bo Yang , Xihua Xu , John Z. F. Pang , Christopher Monterola

The extremal index $\theta$, a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate $\theta$ semiparametrically, using the relationship between the…

Methodology · Statistics 2016-06-02 Paul J. Northrop

Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…

Disordered Systems and Neural Networks · Physics 2015-05-13 S. V. Novikov , M. Van der Auweraer

Extremal dependence describes the strength of correlation between the largest observations of two variables. It is usually measured with symmetric dependence coefficients that do not depend on the order of the variables. In many cases,…

Methodology · Statistics 2023-01-24 Cristina Deidda , Sebastian Engelke , Carlo De Michele

We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…

Probability · Mathematics 2018-09-13 Lifan Wu , Gennady Samorodnitsky

The modeling of risk situations that occur in a space-time framework can be done using max-stable random fields on lattices. Although the summary coefficients for the spatial and temporal behaviour do not characterize the finite-dimensional…

Statistics Theory · Mathematics 2020-02-14 Helena Ferreira , Marta Ferreira , Luís A. Alexandre

We prove convergence of the full extremal process of the two-dimensional scale-inhomogeneous discrete Gaussian free field in the weak correlation regime. The scale-inhomogeneous discrete Gaussian free field is obtained from the 2d discrete…

Probability · Mathematics 2020-10-05 Maximilian Fels , Lisa Hartung

The $k$-means clustering algorithm and its variant, the spherical $k$-means clustering, are among the most important and popular methods in unsupervised learning and pattern detection. In this paper, we explore how the spherical $k$-means…

Methodology · Statistics 2019-05-28 Anja Janßen , Phyllis Wan

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

Probability · Mathematics 2015-04-08 Sebastian Engelke , Zakhar Kabluchko , Martin Schlather

We propose a new analysis framework for clustering $M$ items into an unknown number of $K$ distinct groups using noisy and actively collected responses. At each time step, an agent is allowed to query pairs of items and observe bandit…

Machine Learning · Computer Science 2026-02-06 Rachel S. Y. Teo , P. N. Karthik , Ramya Korlakai Vinayak , Vincent Y. F. Tan

This is a self-contained introduction to the applications of ergodic theory of nonsingular (also known as quasi-invariant) group actions and the structure theorem for finitely generated abelian groups on the extreme values of stationary…

Probability · Mathematics 2017-02-02 Parthanil Roy

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $\theta$-lex weak dependence. We show that this dependence notion is more general than strong mixing, i.e., it applies to a broader…

Statistics Theory · Mathematics 2021-04-07 Imma Valentina Curato , Robert Stelzer , Bennet Ströh

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

Statistics Theory · Mathematics 2008-06-27 Yuval Nardi , David O. Siegmund , Benjamin Yakir

We present a method for graph clustering that is analogous to gradient ascent methods previously proposed for clustering points in space. The algorithm, which can be viewed as a max-degree hill-climbing procedure on the graph, iteratively…

Machine Learning · Statistics 2026-02-03 Ery Arias-Castro , Elizabeth Coda , Wanli Qiao
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