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We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…

Methodology · Statistics 2026-01-26 Elliot H. Young , Peter Bühlmann

We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…

Methodology · Statistics 2020-12-29 Matthieu Marbac , Mohammed Sedki , Christophe Biernacki , Vincent Vandewalle

Multivariate time-dependent data, where multiple features are observed over time for a set of individuals, are increasingly widespread in many application domains. To model these data we need to account for relations among both time…

Methodology · Statistics 2021-04-08 Alessandro Casa , Charles Bouveyron , Elena Erosheva , Giovanna Menardi

This study proposes a novel approach to ensemble prediction, called "covariate-dependent stacking" (CDST). Unlike traditional stacking and model averaging methods, CDST allows model weights to vary flexibly as a function of covariates,…

Methodology · Statistics 2025-09-29 Tomoya Wakayama , Shonosuke Sugasawa

Properly estimating correlations between objects at different spatial scales necessitates $\mathcal{O}(n^2)$ distance calculations. For this reason, most widely adopted packages for estimating correlations use clustering algorithms to…

Cluster-randomized experiments are increasingly used to evaluate interventions in routine practice conditions, and researchers often adopt model-based methods with covariate adjustment in the statistical analyses. However, the validity of…

Methodology · Statistics 2023-12-08 Bingkai Wang , Chan Park , Dylan S. Small , Fan Li

We consider the problem of variable selection in varying-coefficient functional linear models, where multiple predictors are functions and a response is a scalar and depends on an exogenous variable. The varying-coefficient functional…

Methodology · Statistics 2021-10-26 Hidetoshi Matsui

We study a multi-factor block model for variable clustering and connect it to regularized subspace clustering through a distributionally robust version of nodewise regression. To solve the latter problem, we derive a convex relaxation,…

Machine Learning · Computer Science 2026-05-26 Kaizheng Wang , Xiao Xu , Xun Yu Zhou

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

An efficient MCMC algorithm is presented to cluster the nodes of a network such that nodes with similar role in the network are clustered together. This is known as block-modelling or block-clustering. The model is the stochastic blockmodel…

Computation · Statistics 2012-11-09 Aaron F. McDaid , Thomas Brendan Murphy , Nial Friel , Neil J Hurley

Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identification of the Hurst distribution (in particular, the scaling…

Methodology · Statistics 2025-01-31 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

Most multivariate outlier detection procedures ignore the spatial dependency of observations, which is present in many real data sets from various application areas. This paper introduces a new outlier detection method that accounts for a…

Methodology · Statistics 2024-01-25 Patricia Puchhammer , Peter Filzmoser

Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of information on the conditional distribution of the response given the…

Machine Learning · Statistics 2018-09-18 Kean Ming Tan , Zhaoran Wang , Tong Zhang , Han Liu , R. Dennis Cook

We consider the problem of predicting several response variables using the same set of explanatory variables. This setting naturally induces a group structure over the coefficient matrix, in which every explanatory variable corresponds to a…

Methodology · Statistics 2019-10-03 Aviv Navon , Saharon Rosset

Motivated by recent work on studying massive imaging data in various neuroimaging studies, we propose a novel spatially varying coefficient model (SVCM) to spatially model the varying association between imaging measures in a…

Methodology · Statistics 2014-12-01 Hongtu Zhu , Jianqing Fan , Linglong Kong

Spatial transcriptomics measures the expression of thousands of genes in a tissue sample while preserving its spatial structure. This class of technologies has enabled the investigation of the spatial variation of gene expressions and their…

Methodology · Statistics 2025-10-23 Andrea Sottosanti , Davide Risso , Francesco Denti

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

Subspace clustering refers to the task of finding a multi-subspace representation that best fits a collection of points taken from a high-dimensional space. This paper introduces an algorithm inspired by sparse subspace clustering (SSC) [In…

Machine Learning · Computer Science 2014-05-26 Mahdi Soltanolkotabi , Ehsan Elhamifar , Emmanuel J. Candès

In recent years, spectral clustering has become a standard method for data analysis used in a broad range of applications. In this paper we propose a new class of algorithms for multiway spectral clustering based on optimization of a…

Machine Learning · Computer Science 2016-05-05 James Voss , Mikhail Belkin , Luis Rademacher

Clusters form the basis of a number of research study designs including survey and experimental studies. Cluster-based designs can be less costly but also less efficient than individual-based designs due to correlation between individuals…

Methodology · Statistics 2021-07-22 Samuel I. Watson
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