Related papers: Clustering Time Series with Nonlinear Dynamics: A …
In this paper, we introduce a method for segmenting time series data using tools from Bayesian nonparametrics. We consider the task of temporal segmentation of a set of time series data into representative stationary segments. We use…
This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
The paper is motivated from clustering problem in high-throughput mixed datasets. Clustering of such datasets can provide much insight into biological associations. An open problem in this context is to simultaneously cluster…
An easy-to-implement form of the Metropolis Algorithm is described which, unlike most standard techniques, is well suited to sampling from multi-modal distributions on spaces with moderate numbers of dimensions (order ten) in environments…
Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate…
The development of autonomous vehicles requires having access to a large amount of data in the concerning driving scenarios. However, manual annotation of such driving scenarios is costly and subject to the errors in the rule-based…
We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be integrated out. The result is a posterior defined over the…
Time series data, defined by equally spaced points over time, is essential in fields like medicine, telecommunications, and energy. Analyzing it involves tasks such as classification, clustering, prototyping, and regression. Classification…
Clustering algorithms have wide applications and play an important role in data analysis fields including time series data analysis. However, in time series analysis, most of the algorithms used signal shape features or the initial value of…
Time series analysis has achieved great success in cyber security such as intrusion detection and device identification. Learning similarities among multiple time series is a crucial problem since it serves as the foundation for downstream…
Loss-based clustering methods, such as k-means and its variants, are standard tools for finding groups in data. However, the lack of quantification of uncertainty in the estimated clusters is a disadvantage. Model-based clustering based on…
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…
Economic policy and research rely on the correct evaluation of the billions of high-frequency data points that we collect every day. Consistent clustering algorithms, like DBSCAN, allow us to make sense of the data in a useful way. However,…
We present a structural clustering algorithm for large-scale datasets of small labeled graphs, utilizing a frequent subgraph sampling strategy. A set of representatives provides an intuitive description of each cluster, supports the…
This article explores and analyzes the unsupervised clustering of large partially observed graphs. We propose a scalable and provable randomized framework for clustering graphs generated from the stochastic block model. The clustering is…
In this paper, we deal with the problem of curves clustering. We propose a nonparametric method which partitions the curves into clusters and discretizes the dimensions of the curve points into intervals. The cross-product of these…
The evolution of many dynamical systems that describe relationships or interactions between objects can be effectively modeled by temporal networks, which are typically represented as a sequence of static network snapshots. In this paper,…
Unsupervised clustering of curves according to their shapes is an important problem with broad scientific applications. The existing model-based clustering techniques either rely on simple probability models (e.g., Gaussian) that are not…
We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…