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Probabilistic forecasting of multivariate time series is challenging due to non-stationarity, inter-variable dependencies, and distribution shifts. While recent diffusion and flow matching models have shown promise, they often ignore…

Machine Learning · Statistics 2026-02-19 Yanfeng Yang , Siwei Chen , Pingping Hu , Zhaotong Shen , Yingjie Zhang , Zhuoran Sun , Shuai Li , Ziqi Chen , Kenji Fukumizu

This is an extended version of the paper Lee and McLachlan (2014b) with simulations and applications added. This paper introduces a finite mixture of canonical fundamental skew t (CFUST) distributions for a model-based approach to…

Methodology · Statistics 2014-05-06 Sharon X. Lee , Geoffrey J. McLachlan

In the framework of Bayesian model-based clustering based on a finite mixture of Gaussian distributions, we present a joint approach to estimate the number of mixture components and identify cluster-relevant variables simultaneously as well…

Methodology · Statistics 2016-06-23 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

Multi-sensor data that track system operating behaviors are widely available nowadays from various engineering systems. Measurements from each sensor over time form a curve and can be viewed as functional data. Clustering of these…

Methodology · Statistics 2024-01-08 Zhongnan Jin , Jie Min , Yili Hong , Pang Du , Qingyu Yang

Clustering approaches that utilize convex loss functions have recently attracted growing interest in the formation of compact data clusters. Although classical methods like k-means and its wide family of variants are still widely used, all…

Leading approaches in machine vision employ different architectures for different tasks, trained on costly task-specific labeled datasets. This complexity has held back progress in areas, such as robotics, where robust task-general…

Computer Vision and Pattern Recognition · Computer Science 2023-06-06 Daniel M. Bear , Kevin Feigelis , Honglin Chen , Wanhee Lee , Rahul Venkatesh , Klemen Kotar , Alex Durango , Daniel L. K. Yamins

Generalized linear mixed models (GLMM) are commonly used to analyze clustered data, but when the number of clusters is small to moderate, standard statistical tests may produce elevated type I error rates. Small-sample corrections have been…

Methodology · Statistics 2023-11-07 Hongxiang Qiu , Andrea J. Cook , Jennifer F. Bobb

Matrix factorization is a fundamental method in statistics and machine learning for inferring and summarizing structure in multivariate data. Modern data sets often come with "side information" of various forms (images, text, graphs) that…

In this article, a new method, called FWP, is proposed for clustering longitudinal curves. In the proposed method, clusters of mean functions are identified through a weighted concave pairwise fusion method. The EM algorithm and the…

Methodology · Statistics 2023-06-14 Xin Wang

A Bernoulli Mixture Model (BMM) is a finite mixture of random binary vectors with independent dimensions. The problem of clustering BMM data arises in a variety of real-world applications, ranging from population genetics to activity…

Machine Learning · Computer Science 2019-06-18 Amir Najafi , Abolfazl Motahari , Hamid R. Rabiee

In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…

Methodology · Statistics 2020-07-14 Garritt L. Page , Fernando A. Quintana , Peter Müller

We investigate the estimation of multivariate extreme models with a discrete spectral measure using spherical clustering techniques. The primary contribution involves devising a method for selecting the order, that is, the number of…

Methodology · Statistics 2025-02-20 Shiyuan Deng , He Tang , Shuyang Bai

With the recent growth in data availability and complexity, and the associated outburst of elaborate modelling approaches, model selection tools have become a lifeline, providing objective criteria to deal with this increasingly challenging…

Methodology · Statistics 2020-10-08 Alessandro Casa , Luca Scrucca , Giovanna Menardi

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

A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…

Computation · Statistics 2017-09-15 Hien D. Nguyen

We study a variant of classical clustering formulations in the context of algorithmic fairness, known as diversity-aware clustering. In this variant we are given a collection of facility subsets, and a solution must contain at least a…

Data Structures and Algorithms · Computer Science 2022-10-25 Suhas Thejaswi , Ameet Gadekar , Bruno Ordozgoiti , Michal Osadnik

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

Methodology · Statistics 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

In microbiome studies, it is often of great interest to identify clusters or partitions of microbiome profiles within a study population and to characterize the distinctive attributes of each resulting microbial community. While raw counts…

Methodology · Statistics 2025-08-18 Zhongmao Liu , Xiaohui Yin , Yanjiao Zhou , Gen Li , Kun Chen

Early and accurate detection of anomalies in time series data is critical, given the significant risks associated with false or missed detections. While MLP-based mixer models have shown promise in time series analysis, they lack a…

Machine Learning · Computer Science 2025-06-03 Md Mahmuddun Nabi Murad , Yasin Yilmaz

Evaluation of clinical prediction models across multiple clusters, whether centers or datasets, is becoming increasingly common. A comprehensive evaluation includes an assessment of the agreement between the estimated risks and the observed…

Methodology · Statistics 2026-04-22 Lasai Barreñada , Bavo D. C. Campo , Laure Wynants , Ben Van Calster