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This paper builds the clustering model of measures of market microstructure features which are popular in predicting stock returns. In a 10-second time-frequency, we study the clustering structure of different measures to find out the best…

Statistical Finance · Quantitative Finance 2021-12-28 Liao Zhu , Ningning Sun , Martin T. Wells

We present a first procedure that can estimate -- with statistical consistency guarantees -- any local-maxima of a density, under benign distributional conditions. The procedure estimates all such local maxima, or $\textit{modal-sets}$, of…

Machine Learning · Statistics 2017-05-30 Heinrich Jiang , Samory Kpotufe

We typically interact in groups, not just in pairs. For this reason, it has recently been proposed that the spread of information, opinion or disease should be modelled over a hypergraph rather than a standard graph. The use of hyperedges…

Dynamical Systems · Mathematics 2021-08-13 Desmond J. Higham , Henry-Louis de Kergorlay

The nonparametric formulation of density-based clustering, known as modal clustering, draws a correspondence between groups and the attraction domains of the modes of the density function underlying the data. Its probabilistic foundation…

Methodology · Statistics 2020-10-27 Federico Ferraccioli , Giovanna Menardi

The use of Mean-Field theory to unwrap principal phase patterns has been recently proposed. In this paper we generalize the Mean-Field approach to process phase patterns with arbitrary degree of undersampling. The phase unwrapping problem…

Statistical Mechanics · Physics 2009-10-31 S. Stramaglia , A. Refice , L. Guerriero

We consider clustering in group decision making where the opinions are given by pairwise comparison matrices. In particular, the k-medoids model is suggested to classify the matrices since it has a linear programming problem formulation…

Optimization and Control · Mathematics 2025-04-17 Kolos Csaba Ágoston , Sándor Bozóki , László Csató

We explore the use of mean field models to approximate microscopic nuclear equations of state derived from chiral effective field theory across the densities and temperatures relevant for simu- lating astrophysical phenomena such as…

Nuclear Theory · Physics 2016-06-22 Ermal Rrapaj , Alessandro Roggero , Jeremy W. Holt

A probabilistic model for random hypergraphs is introduced to represent unary, binary and higher order interactions among objects in real-world problems. This model is an extension of the Latent Class Analysis model, which captures…

Methodology · Statistics 2018-08-16 Tin Lok James Ng , Thomas Brendan Murphy

With the recent popularity of graphical clustering methods, there has been an increased focus on the information between samples. We show how learning cluster structure using edge features naturally and simultaneously determines the most…

Machine Learning · Statistics 2016-05-09 Matt Barnes , Artur Dubrawski

With the inflation of the data, clustering analysis, as a branch of unsupervised learning, lacks unified understanding and application of its mathematical law. Based on the view of fixed point, this paper restates the model-based clustering…

Machine Learning · Computer Science 2020-02-20 Jianhao Ding , Lansheng Han

A computational theory for clustering and a semi-supervised clustering algorithm is presented. Clustering is defined to be the obtainment of groupings of data such that each group contains no anomalies with respect to a chosen grouping…

Machine Learning · Computer Science 2025-07-17 Nassir Mohammad

The problem of dimension reduction is of increasing importance in modern data analysis. In this paper, we consider modeling the collection of points in a high dimensional space as a union of low dimensional subspaces. In particular we…

Machine Learning · Statistics 2020-06-12 Weiwei Li , Jan Hannig , Sayan Mukherjee

Machine learning model bias can arise from dataset composition: correlated sensitive features can distort the downstream classification model's decision boundary and lead to performance differences along these features. Existing de-biasing…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Miao Zhang , Zee fryer , Ben Colman , Ali Shahriyari , Gaurav Bharaj

In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the…

Analysis of PDEs · Mathematics 2018-02-08 José A. Carrillo , Young-Pil Choi , Claudia Totzeck , Oliver Tse

Subspace clustering has been extensively studied from the hypothesis-and-test, algebraic, and spectral clustering based perspectives. Most assume that only a single type/class of subspace is present. Generalizations to multiple types are…

Computer Vision and Pattern Recognition · Computer Science 2019-04-04 Xun Xu , Loong-Fah Cheong , Zhuwen Li

Machine learning methods for solving the equations of dynamical mean-field theory are developed. The method is demonstrated on the three dimensional Hubbard model. The key technical issues are defining a mapping of an input function to an…

Strongly Correlated Electrons · Physics 2015-07-01 Louis-François Arsenault , O. Anatole von Lilienfeld , Andrew J. Millis

In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…

Methodology · Statistics 2018-08-07 Xu Gao , Weining Shen , Hernando Ombao

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

We study Strauss's model of a network with clustering and present an analytic mean-field solution which is exact in the limit of large network size. Previous computer simulations have revealed a degenerate region in the model's parameter…

Statistical Mechanics · Physics 2007-05-23 Juyong Park , M. E. J. Newman

Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

Methodology · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle