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Model-based clustering defines population level clusters relative to a model that embeds notions of similarity. Algorithms tailored to such models yield estimated clusters with a clear statistical interpretation. We take this view here and…
The most widely used internal measure for clustering evaluation is the silhouette coefficient, whose naive computation requires a quadratic number of distance calculations, which is clearly unfeasible for massive datasets. Surprisingly,…
Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…
We propose an extreme dimension reduction method extending the Extreme-PLS approach to the case where the covariate lies in a possibly infinite-dimensional Hilbert space. The ideas are partly borrowed from both Partial Least-Squares and…
Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional settings. This paper focuses on H\"usler-Reiss models, a…
Instance segmentation has witnessed promising advancements through deep neural network-based algorithms. However, these models often exhibit incorrect predictions with unwarranted confidence levels. Consequently, evaluating prediction…
Statistical extreme value theory is concerned with the use of asymptotically motivated models to describe the extreme values of a process. A number of commonly used models are valid for observed data that exceed some high threshold.…
In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…
Survival analysis is a widely-used technique for analyzing time-to-event data in the presence of censoring. In recent years, numerous survival analysis methods have emerged which scale to large datasets and relax traditional assumptions…
A methodology is introduced which uses three simple objective function features to predict effective control parameters for differential evolution. This is achieved using cluster analysis techniques to classify objective functions using…
Divergence from a random baseline is a technique for the evaluation of document clustering. It ensures cluster quality measures are performing work that prevents ineffective clusterings from giving high scores to clusterings that provide no…
We present a new data analysis perspective to determine variable importance regardless of the underlying learning task. Traditionally, variable selection is considered an important step in supervised learning for both classification and…
Extreme value analysis for time series is often based on the block maxima method, in particular for environmental applications. In the classical univariate case, the latter is based on fitting an extreme-value distribution to the sample of…
We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus on heavy-tailed time series, in particular on regularly…
We consider the clustering of extremes for stationary regularly varying random fields over arbitrary growing index sets. We study sufficient assumptions on the index set such that the limit of the point random fields of the exceedances…
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extreme event is typically expressed through its return period,…
In urgent decision making applications, ensemble simulations are an important way to determine different outcome scenarios based on currently available data. In this paper, we will analyze the output of ensemble simulations by considering…
Graphs are commonly used to represent and visualize causal relations. For a small number of variables, this approach provides a succinct and clear view of the scenario at hand. As the number of variables under study increases, the graphical…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
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…