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The increasing availability of traffic data from sensor networks has created new opportunities for understanding vehicular dynamics and identifying anomalies. In this study, we employ clustering techniques to analyse traffic flow data with…
There is a great need for robust techniques in data mining and machine learning contexts where many standard techniques such as principal component analysis and linear discriminant analysis are inherently susceptible to outliers.…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…
Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows among numerous countries. To address potential structural…
In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic…
We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…
Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…
Stochastic ordering among distributions has been considered in a variety of scenarios. Economic studies often involve research about the ordering of investment strategies or social welfare. However, as noted in the literature, stochastic…
This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…
Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially…
Mixture models extend the toolbox of clustering methods available to the data analyst. They allow for an explicit definition of the cluster shapes and structure within a probabilistic framework and exploit estimation and inference…
We propose a MAP Bayesian approach to perform and evaluate a co-clustering of mixed-type data tables. The proposed model infers an optimal segmentation of all variables then performs a co-clustering by minimizing a Bayesian model selection…
Distributed processing over networks relies on in-network processing and cooperation among neighboring agents. Cooperation is beneficial when agents share a common objective. However, in many applications agents may belong to different…
It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…
Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…
An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…
Networks analysis has been commonly used to study the interactions between units of complex systems. One problem of particular interest is learning the network's underlying connection pattern given a single and noisy instantiation. While…