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This paper studies inference for quadratic forms of linear regression coefficients with clustered data and many covariates. Our framework covers three important special cases: instrumental variables regression with many instruments and…

Econometrics · Economics 2026-02-18 Michal Kolesár , Pengjin Min , Wenjie Wang , Yichong Zhang

Clustering partitions a dataset such that observations placed together in a group are similar but different from those in other groups. Hierarchical and $K$-means clustering are two approaches but have different strengths and weaknesses.…

Machine Learning · Statistics 2017-12-27 Anna D. Peterson , Arka P. Ghosh , Ranjan Maitra

Correlation matrices are omnipresent in multivariate data analysis. When the number d of variables is large, the sample estimates of correlation matrices are typically noisy and conceal underlying dependence patterns. We consider the case…

Statistics Theory · Mathematics 2024-10-24 Samuel Perreault , Thierry Duchesne , Johanna G. Nešlehová

High-dimensional group inference is an essential part of statistical methods for analysing complex data sets, including hierarchical testing, tests of interaction, detection of heterogeneous treatment effects and inference for local…

Methodology · Statistics 2020-12-01 Zijian Guo , Claude Renaux , Peter Bühlmann , T. Tony Cai

We consider the problem of estimating the number of clusters (k) in a dataset. We propose a non-parametric approach to the problem that utilizes similarity graphs to construct a robust statistic that effectively captures similarity…

Methodology · Statistics 2025-06-13 Yichuan Bai , Lynna Chu

Linear discriminant analysis (LDA) is a well-known method for multiclass classification and dimensionality reduction. However, in general, ordinary LDA does not achieve high prediction accuracy when observations in some classes are…

Methodology · Statistics 2021-07-07 Kei Hirose , Kanta Miura , Atori Koie

Standard clustering techniques assume a common configuration for all features in a dataset. However, when dealing with multi-view or longitudinal data, the clusters' number, frequencies, and shapes may need to vary across features to…

Methodology · Statistics 2025-03-26 Beatrice Franzolini , Maria De Iorio , Johan Eriksson

A general method is described for detecting and analysing galaxy systems. The multivariate geometrical structure of the sample is studied by using an extension of the method which we introduced in a previous paper. The method is based on an…

Astrophysics · Physics 2015-06-24 Armando Pisani

Topological methods have the potential of exploring data clouds without making assumptions on their the structure. Here we propose a hierarchical topological clustering algorithm that can be implemented with any distance choice. The…

Machine Learning · Computer Science 2026-02-10 Ana Carpio , Gema Duro

Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…

Methodology · Statistics 2013-03-15 Steven Geinitz , Reinhard Furrer

A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…

Statistics Theory · Mathematics 2018-03-28 Yoshikazu Terada , Hidetoshi Shimodaira

Fixed effects models are very flexible because they do not make assumptions on the distribution of effects and can also be used if the heterogeneity component is correlated with explanatory variables. A disadvantage is the large number of…

Methodology · Statistics 2015-12-17 Moritz Berger , Gerhard Tutz

Cluster analysis has proved to be an invaluable tool for the exploratory and unsupervised analysis of high dimensional datasets. Among methods for clustering, hierarchical approaches have enjoyed substantial popularity in genomics and other…

Methodology · Statistics 2014-11-20 Patrick K. Kimes , Yufeng Liu , D. Neil Hayes , J. S. Marron

The spectral clustering algorithm is often used as a binary clustering method for unclassified data by applying the principal component analysis. To study theoretical properties of the algorithm, the assumption of conditional…

Statistics Theory · Mathematics 2025-05-27 Kohei Kawamoto , Yuichi Goto , Koji Tsukuda

A new interpoint distance-based measure is proposed to identify the optimal number of clusters present in a data set. Designed in nonparametric approach, it is independent of the distribution of given data. Interpoint distances between the…

Machine Learning · Computer Science 2022-10-18 Soumita Modak

Pattern comparison represents a fundamental and crucial aspect of scientific modeling, artificial intelligence, and pattern recognition. Three main approaches have typically been applied for pattern comparison: (i) distances; (ii)…

Physics and Society · Physics 2024-07-12 Alexandre Benatti , Luciano da F. Costa

Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…

Machine Learning · Statistics 2018-05-25 Ricardo Pio Monti , Aapo Hyvärinen

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…

Methodology · Statistics 2021-10-29 Yuling Yao , Gregor Pirš , Aki Vehtari , Andrew Gelman

Genetic data are frequently categorical and have complex dependence structures that are not always well understood. For this reason, clustering and classification based on genetic data, while highly relevant, are challenging statistical…

Methodology · Statistics 2016-06-13 Gabriela Bettella Cybis , Marcio Valk , Silvia Regina Costa Lopes

We propose a procedure which combines hierarchical clustering with a test of overidentifying restrictions for selecting valid instrumental variables (IV) from a large set of IVs. Some of these IVs may be invalid in that they fail the…

Methodology · Statistics 2024-07-19 Nicolas Apfel , Xiaoran Liang