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We propose a clustered local projection (clustered LP) method to estimate impulse response functions in a class of time-varying models where parameter variation is linked to a low-dimensional matrix of observables. We show that the…

Econometrics · Economics 2026-05-04 Ana Maria Herrera , Elena Pesavento , Alessia Scudiero

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

Model-based clustering methods for continuous data are well established and commonly used in a wide range of applications. However, model-based clustering methods for categorical data are less standard. Latent class analysis is a commonly…

Methodology · Statistics 2013-02-20 Isabella Gollini , Thomas Brendan Murphy

In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static…

Machine Learning · Computer Science 2015-03-19 Kevin S. Xu , Mark Kliger , Alfred O. Hero

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…

Machine Learning · Computer Science 2022-05-10 Robin Fuchs , Denys Pommeret , Cinzia Viroli

Multiple outcomes, both continuous and discrete, are routinely gathered on subjects in longitudinal studies and during routine clinical follow-up in general. To motivate our work, we consider a longitudinal study on patients with primary…

Applications · Statistics 2013-04-17 Arnošt Komárek , Lenka Komárková

Clustering analysis of functional data, which comprises observations that evolve continuously over time or space, has gained increasing attention across various scientific disciplines. Practical applications often involve functional data…

Methodology · Statistics 2024-06-19 Tingyu Zhu , Lan Xue , Carmen Tekwe , Keith Diaz , Mark Benden , Roger Zoh

In the field of psychopathology, Ecological Momentary Assessment (EMA) methodological advancements have offered new opportunities to collect time-intensive, repeated and intra-individual measurements. This way, a large amount of data has…

Machine Learning · Computer Science 2022-12-05 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

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

Fixed effects models are very flexible because they do not make assumptions on the distribution of effects and can also be used if the heterogeneity component is correlated with explanatory variables. A disadvantage is the large number of…

Methodology · Statistics 2015-12-17 Moritz Berger , Gerhard Tutz

We present a new model-based integrative method for clustering objects given both vectorial data, which describes the feature of each object, and network data, which indicates the similarity of connected objects. The proposed general model…

Machine Learning · Statistics 2017-10-25 Yunchuan Kong , Xiaodan Fan

Multilevel models (mixed-effect models or hierarchical linear models) are now a standard approach to analysing clustered and longitudinal data in the social, behavioural and medical sciences. This review article focuses on multilevel linear…

Methodology · Statistics 2019-07-16 George Leckie

Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy

Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…

Methodology · Statistics 2019-12-16 Colin Griesbach , Andreas Groll , Elisabeth Waldmann

The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical…

Machine Learning · Statistics 2018-03-05 Faicel Chamroukhi , Hien D. Nguyen

The majority of model-based clustering techniques is based on multivariate Normal models and their variants. In this paper copulas are used for the construction of flexible families of models for clustering applications. The use of copulas…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Dimitris Karlis

The Latent Block Model (LBM) is a prominent model-based co-clustering method, returning parametric representations of each block cluster and allowing the use of well-grounded model selection methods. The LBM, while adapted in literature to…

The paper tackles the problem of clustering multiple networks, directed or not, that do not share the same set of vertices, into groups of networks with similar topology. A statistical model-based approach based on a finite mixture of…

Statistics Theory · Mathematics 2023-11-07 Tabea Rebafka

Evolutionary clustering aims at capturing the temporal evolution of clusters. This issue is particularly important in the context of social media data that are naturally temporally driven. In this paper, we propose a new probabilistic…

Information Retrieval · Computer Science 2016-01-12 Young-Min Kim , Julien Velcin , Stéphane Bonnevay , Marian-Andrei Rizoiu

In longitudinal data analysis, observation points of repeated measurements over time often vary among subjects except in well-designed experimental studies. Additionally, measurements for each subject are typically obtained at only a few…

Methodology · Statistics 2024-11-14 Michio Yamamoto , Yoshikazu Terada