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Sum-of-norms clustering is a convex optimization problem whose solution can be used for the clustering of multivariate data. We propose and study a localized version of this method, and show in particular that it can separate arbitrarily…

Machine Learning · Computer Science 2024-07-16 Alexander Dunlap , Jean-Christophe Mourrat

We investigate how large deviations events cluster in the framework of an infinite moving average process with light-tailed noise and long memory. The long memory makes clusters larger, and the asymptotic behaviour of the size of the…

Probability · Mathematics 2023-01-06 Arijit Chakrabarty , Gennady Samorodnitsky

We introduce the cluster index of a multivariate regularly varying stationary sequence and characterize the index in terms of the spectral tail process. This index plays a major role in limit theory for partial sums of regularly varying…

Probability · Mathematics 2013-04-02 Thomas Mikosch , Olivier Wintenberger

Functional data clustering is to identify heterogeneous morphological patterns in the continuous functions underlying the discrete measurements/observations. Application of functional data clustering has appeared in many publications across…

Methodology · Statistics 2022-10-04 Mimi Zhang , Andrew Parnell

The theoretical analysis of spectral clustering mainly focuses on consistency, while there is relatively little research on its generalization performance. In this paper, we study the excess risk bounds of the popular spectral clustering…

Machine Learning · Computer Science 2022-07-19 Shaojie Li , Sheng Ouyang , Yong Liu

We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…

Probability · Mathematics 2007-05-23 Carl Graham

We propose a new class of models for variable clustering called Asymptotic Independent block (AI-block) models, which defines population-level clusters based on the independence of the maxima of a multivariate stationary mixing random…

Statistics Theory · Mathematics 2024-07-08 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…

Probability · Mathematics 2012-04-24 Robert Knobloch

This paper considers metric spaces where distances between a pair of nodes are represented by distance intervals. The goal is to study methods for the determination of hierarchical clusters, i.e., a family of nested partitions indexed by a…

Social and Information Networks · Computer Science 2016-10-17 Weiyu Huang , Alejandro Ribeiro

This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…

Statistics Theory · Mathematics 2022-11-16 Jianfei Cao , Christian Hansen , Damian Kozbur , Lucciano Villacorta

Differently from theoretical scale-free networks, most of real networks present multi-scale behavior with nodes structured in different types of functional groups and communities. While the majority of approaches for classification of nodes…

Physics and Society · Physics 2012-03-22 Filipi Nascimento Silva , Marilza A. Rodrigues , Luciano da Fontoura Costa

The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…

Probability · Mathematics 2015-09-03 Helena Ferreira , Luísa Pereira , Ana Paula Martins

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

Probability · Mathematics 2018-10-16 Chak Hei Lo , James McRedmond , Clare Wallace

This paper considers inference when there is a single treated cluster and a fixed number of control clusters, a setting that is common in empirical work, especially in difference-in-differences designs. We use the t-statistic and develop…

Econometrics · Economics 2025-11-11 Chun Pong Lau , Xinran Li

Convergence analysis of block iterative solvers for Hermitian eigenvalue problems and the closely related research on properties of matrix-based signal filters are challenging, and attract increasing attention due to their recent…

Numerical Analysis · Mathematics 2022-01-13 M. Zhou , M. E. Argentati , A. V. Knyazev , K. Neymeyr

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…

Statistical Mechanics · Physics 2025-01-15 V. V. Ryazanov

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

One basic requirement of many studies is the necessity of classifying data. Clustering is a proposed method for summarizing networks. Clustering methods can be divided into two categories named model-based approaches and algorithmic…

Machine Learning · Computer Science 2013-02-19 Raheleh Namayandeh , Farzad Didehvar , Zahra Shojaei

For non-uniformly hyperbolic dynamical systems we consider the time series of maxima along typical orbits. Using ideas based upon quantitative recurrence time statistics we prove convergence of the maxima (under suitable normalization) to…

Dynamical Systems · Mathematics 2015-09-11 Mark Holland , Pau Rabassa , Alef Sterk

In machine learning and data mining, Cluster analysis is one of the most widely used unsupervised learning technique. Philosophy of this algorithm is to find similar data items and group them together based on any distance function in…

Machine Learning · Statistics 2018-10-09 Kumarjit Pathak , Jitin Kapila