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In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…

Methodology · Statistics 2015-12-18 Roman Schefzik

A new technique is presented to design energy-efficient large-scale tracking systems based on mobile clustering. The new technique optimizes the formation of mobile clusters to minimize energy consumption in large-scale tracking systems.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-11 Hesham Alfares , Abdulrahman Abu Elkhail , Uthman Baroudi

Matrices are two-dimensional data structures allowing one to conceptually organize information. For example, adjacency matrices are useful to store the links of a network; correlation matrices are simple ways to arrange gene co-expression…

Disordered Systems and Neural Networks · Physics 2022-09-29 Flaviano Morone

Clustering of time series data exhibits a number of challenges not present in other settings, notably the problem of registration (alignment) of observed signals. Typical approaches include pre-registration to a user-specified template or…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , George Michailidis

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

Clustering, like covariate selection for classification, is an important step to compress and interpret the data. However, clustering of covariates is often performed independently of the classification step, which can lead to undesirable…

Computation · Statistics 2020-04-08 Daniel Andrade , Kenji Fukumizu , Yuzuru Okajima

Clustering is often used for reverse engineering network protocols from captured network traces. The performance of clustering techniques is often contingent upon the selection of various parameters, which can have a severe impact on…

Networking and Internet Architecture · Computer Science 2016-10-20 Othman Esoul , Neil Walkinshaw

Optimizing activation and deactivation of base station transmissions provides an instrument for improving energy efficiency in cellular networks. In this paper, we study optimal cell clustering and scheduling of activation duration for each…

Information Theory · Computer Science 2016-11-18 Lei Lei , Di Yuan , Chin Keong Ho , Sumei Sun

In multivariate time series systems, key insights can be obtained by discovering lead-lag relationships inherent in the data, which refer to the dependence between two time series shifted in time relative to one another, and which can be…

Machine Learning · Statistics 2023-09-20 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

Machine Learning · Computer Science 2019-08-15 Barnabas Poczos , Zoubin Ghahramani , Jeff Schneider

A prescription is presented for the interpolation between multi-dimensional distribution templates based on one or multiple model parameters. The technique uses a linear combination of templates, each created using fixed values of the…

Data Analysis, Statistics and Probability · Physics 2014-10-29 Max Baak , Stefan Gadatsch , Robert Harrington , Wouter Verkerke

Multi-agent imitation learning aims to train multiple agents to perform tasks from demonstrations by learning a mapping between observations and actions, which is essential for understanding physical, social, and team-play systems. However,…

Machine Learning · Computer Science 2021-07-13 Hongwei Wang , Lantao Yu , Zhangjie Cao , Stefano Ermon

Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…

Methodology · Statistics 2013-06-14 Minh-Ngoc Tran , Paolo Giordani , Xiuyan Mun , Robert Kohn , Mike Pitt

Spectral clustering is a novel clustering method which can detect complex shapes of data clusters. However, it requires the eigen decomposition of the graph Laplacian matrix, which is proportion to $O(n^3)$ and thus is not suitable for…

Machine Learning · Computer Science 2013-07-02 Nguyen Lu Dang Khoa , Sanjay Chawla

A new index based on empirical copulas, termed the Copula Statistic (CoS), is introduced for assessing the strength of multivariate dependence and for testing statistical independence. New properties of the copulas are proved. They allow us…

Statistics Theory · Mathematics 2016-12-22 Mohsen Ben Hassine , Lamine Mili , Kiran Karra

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

We propose a new method for clustering multivariate time-series data based on Dynamic Linear Models. Whereas usual time-series clustering methods obtain static membership parameters, our proposal allows each time-series to dynamically…

Applications · Statistics 2020-02-06 Victhor S. Sartório , Thaís C. O. Fonseca

Copulas have been popular to model dependence for multivariate distributions, but have not been used much in modelling temporal dependence of univariate time series. This paper demonstrates some difficulties with using copulas even for…

Probability · Mathematics 2010-10-11 Andreas N. Lagerås

This paper addresses the problem of motion planning for differential drive micro-mobility platforms. This class of vehicle is designed to perform small-distance transportation of passengers and goods in structured environments. Our approach…

Robotics · Computer Science 2025-05-15 Angelo Caregnato-Neto , Janito Vaqueiro Ferreira

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren
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