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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…

Methodology · Statistics 2018-12-14 Florentina Bunea , Christophe Giraud , Xi Luo , Martin Royer , Nicolas Verzelen

We prove polynomial-time solvability of a large class of clustering problems where a weighted set of items has to be partitioned into clusters with respect to some balancing constraints. The data points are weighted with respect to…

Optimization and Control · Mathematics 2016-05-24 Steffen Borgwardt , Shmuel Onn

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

Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of objects, covariance matrix cleaning is necessary to reduce…

Risk Management · Quantitative Finance 2021-06-09 Christian Bongiorno , Damien Challet

A model based clustering procedure for data of mixed type, clustMD, is developed using a latent variable model. It is proposed that a latent variable, following a mixture of Gaussian distributions, generates the observed data of mixed type.…

Methodology · Statistics 2015-11-06 Damien McParland , Isobel Claire Gormley

We introduce a new method for performing clustering with the aim of fitting clusters with different scatters and weights. It is designed by allowing to handle a proportion $\alpha$ of contaminating data to guarantee the robustness of the…

Statistics Theory · Mathematics 2008-12-18 Luis A. García-Escudero , Alfonso Gordaliza , Carlos Matrán , Agustin Mayo-Iscar

Common clustering methods, such as $k$-means and convex clustering, group similar vector-valued observations into clusters. However, with the increasing prevalence of matrix-valued observations, which often exhibit low rank characteristics,…

Optimization and Control · Mathematics 2024-12-24 Meixia Lin , Yangjing Zhang

Multi-view clustering has gained broad attention owing to its capacity to exploit complementary information across multiple data views. Although existing methods demonstrate delightful clustering performance, most of them are of high time…

Machine Learning · Computer Science 2023-03-06 Xinhang Wan , Xinwang Liu , Jiyuan Liu , Siwei Wang , Yi Wen , Weixuan Liang , En Zhu , Zhe Liu , Lu Zhou

The interest in variable selection for clustering has increased recently due to the growing need in clustering high-dimensional data. Variable selection allows in particular to ease both the clustering and the interpretation of the results.…

Methodology · Statistics 2012-04-11 Charles Bouveyron , Camille Brunet

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

A symmetric nonnegative matrix factorization algorithm based on self-paced learning was proposed to improve the clustering performance of the model. It could make the model better distinguish normal samples from abnormal samples in an…

Machine Learning · Computer Science 2024-10-22 Lei Wang , Liang Du , Peng Zhou , Peng Wu

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

Currently, data-driven discovery in biological sciences resides in finding segmentation strategies in multivariate data that produce sensible descriptions of the data. Clustering is but one of several approaches and sometimes falls short…

Quantitative Methods · Quantitative Biology 2022-08-12 Richard Tjörnhammar

Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that…

Machine Learning · Statistics 2017-06-26 Keisuke Yamazaki

A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The…

Computer Vision and Pattern Recognition · Computer Science 2014-03-11 Qiang Qiu , Guillermo Sapiro

A rank-invariant clustering of variables is introduced that is based on the predictive strength between groups of variables, i.e., two groups are assigned a high similarity if the variables in the first group contain high predictive…

Methodology · Statistics 2023-12-29 Sebastian Fuchs , Yuping Wang

A main task in data analysis is to organize data points into coherent groups or clusters. The stochastic block model is a probabilistic model for the cluster structure. This model prescribes different probabilities for the presence of edges…

Machine Learning · Computer Science 2020-09-24 Alexander Jung

Covariance matrix estimation is a fundamental statistical task in many applications, but the sample covariance matrix is sub-optimal when the sample size is comparable to or less than the number of features. Such high-dimensional settings…

Methodology · Statistics 2022-06-06 Huiqin Xin , Sihai Dave Zhao

Model-based clustering is widely used for identifying and distinguishing types of diseases. However, modern biomedical data coming with high dimensions make it challenging to perform the model estimation in traditional cluster analysis. The…

Methodology · Statistics 2025-07-22 Kazeem Kareem , Fan Dai

Mean shift is a simple interactive procedure that gradually shifts data points towards the mode which denotes the highest density of data points in the region. Mean shift algorithms have been effectively used for data denoising, mode…

Machine Learning · Computer Science 2021-05-11 Saptarshi Chakraborty , Debolina Paul , Swagatam Das