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In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which were not directly involved to cluster the data. An approach is proposed in the model-based clustering…

The only input to attain the portfolio weights of global minimum variance portfolio (GMVP) is the covariance matrix of returns of assets being considered for investment. Since the population covariance matrix is not known, investors use…

Portfolio Management · Quantitative Finance 2020-04-20 Jinwoo Park

The multilevel model (MLM) is the popular approach to describe dependences of hierarchically clustered observations. A main feature is the capability to estimate (cluster-specific) random effect parameters, while their distribution…

Methodology · Statistics 2021-06-21 Jean-Paul Fox , Wouter Smink

The cluster variation method (CVM) is an approximation technique which generalizes the mean field approximation and has been widely applied in the last decades, mainly for finding accurate phase diagrams of Ising-like lattice models. Here…

High Energy Physics - Lattice · Physics 2015-06-25 Alessandro Pelizzola

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

Methodology · Statistics 2021-03-10 Sai Li , Tony T. Cai , Hongzhe Li

This manuscript presents a comprehensive analysis of predictive modeling optimization in managed Wi-Fi networks through the integration of clustering algorithms and model evaluation techniques. The study addresses the challenges of…

Signal Processing · Electrical Eng. & Systems 2026-03-24 Gianluca Fontanesi , Luca Barbieri , Lorenzo Galati Giordano , Alfonso Fernandez Duran , Thorsten Wild

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

Any clustering algorithm must synchronously learn to model the clusters and allocate data to those clusters in the absence of labels. Mixture model-based methods model clusters with pre-defined statistical distributions and allocate data to…

Machine Learning · Computer Science 2022-10-04 Dumindu Tissera , Kasun Vithanage , Rukshan Wijesinghe , Alex Xavier , Sanath Jayasena , Subha Fernando , Ranga Rodrigo

This paper proposes a family of weighted batch means variance estimators, which are computationally efficient and can be conveniently applied in practice. The focus is on Markov chain Monte Carlo simulations and estimation of the asymptotic…

Statistics Theory · Mathematics 2018-05-23 Ying Liu , James M. Flegal

In recent years, data dimensionality has increasingly become a concern, leading to many parameter and dimension reduction techniques being proposed in the literature. A parameter-wise co-clustering model, for data modelled via continuous…

Machine Learning · Statistics 2020-10-01 M. P. B. Gallaugher , C. Biernacki , P. D. McNicholas

With the recent paradigm shift from cytotoxic drugs to new generation of target therapy and immuno-oncology therapy during oncology drug developments, patients with various cancer (sub)types may be eligible to participate in a basket trial…

Methodology · Statistics 2026-05-12 Junxian Geng , Tianjian Zhou , Ruitao Lin , Guanyu Hu

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

We consider model-based clustering methods for continuous, correlated data that account for external information available in the presence of mixed-type fixed covariates by proposing the MoEClust suite of models. These models allow…

Methodology · Statistics 2021-07-15 Keefe Murphy , Thomas Brendan Murphy

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 derive a composite centrality measure for general weighted and directed complex networks, based on measure standardisation and invariant statistical inheritance schemes. Different schemes generate different intermediate abstract measures…

Methodology · Statistics 2014-01-21 Andreas Joseph , Guanrong Chen

Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…

Machine Learning · Statistics 2024-03-22 Liam Welsh , Phillip Shreeves

Discrete mixture models provide a well-known basis for effective clustering algorithms, although technical challenges have limited their scope. In the context of gene-expression data analysis, a model is presented that mixes over a finite…

Methodology · Statistics 2012-11-12 Michael A. Newton , Lisa M. Chung

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Methodology · Statistics 2023-05-08 John C. Yannotty , Thomas J. Santner , Richard J. Furnstahl , Matthew T. Pratola

Zero-inflated count data arise in various fields, including health, biology, economics, and the social sciences. These data are often modelled using probabilistic distributions such as zero-inflated Poisson (ZIP), zero-inflated negative…

Methodology · Statistics 2025-03-31 Zahra AghahosseinaliShirazi , Pedro A. Rangel , Camila P. E. de Souza
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