English
Related papers

Related papers: On estimation and order selection for multivariate…

200 papers

In many fields, researchers are interested in large and complex biological processes. Two important examples are gene expression and DNA methylation in genetics. One key problem is to identify aberrant patterns of these processes and…

Applications · Statistics 2012-10-03 Matthias Kormaksson , James G. Booth , Maria E. Figueroa , Ari Melnick

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

Statistics Theory · Mathematics 2007-06-13 Arthur Berg , Dimitris Politis

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

Model-based clustering is a powerful tool that is often used to discover hidden structure in data by grouping observational units that exhibit similar response values. Recently, clustering methods have been developed that permit…

Methodology · Statistics 2025-06-24 Sally Paganin , Garritt L. Page , Fernando Andrés Quintana

Scale invariance (fractality) is a prominent feature of the large-scale behavior of many stochastic systems. In this work, we construct an algorithm for the statistical identification of the Hurst distribution (in particular, the scaling…

Methodology · Statistics 2025-01-31 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

In computer vision, the estimation of the fundamental matrix is a basic problem that has been extensively studied. The accuracy of the estimation imposes a significant influence on subsequent tasks such as the camera trajectory…

Computer Vision and Pattern Recognition · Computer Science 2015-04-15 Hao Wu , Yi Wan

Many real-world systems can be studied in terms of pattern recognition tasks, so that proper use (and understanding) of machine learning methods in practical applications becomes essential. While a myriad of classification methods have been…

The problem of estimating the number of clusters (say k) is one of the major challenges for the partitional clustering. This paper proposes an algorithm named k-SCC to estimate the optimal k in categorical data clustering. For the…

Machine Learning · Computer Science 2025-01-28 Duy-Tai Dinh , Tsutomu Fujinami , Van-Nam Huynh

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf

Clustering data objects into homogeneous groups is one of the most important tasks in data mining. Spectral clustering is arguably one of the most important algorithms for clustering, as it is appealing for its theoretical soundness and is…

Machine Learning · Statistics 2024-03-12 Dylan Soemitro , Jeova Farias Sales Rocha Neto

This paper introduces a novel nonparametric criterion for determining the appropriate number of clusters, which is derived from the spatial median. The method is constructed to reconcile two competing objectives of cluster analysis: the…

Computation · Statistics 2025-09-26 Hend Gabr , Brian H Willis , Mohammed Baragilly

In cluster analysis, a common first step is to scale the data aiming to better partition them into clusters. Even though many different techniques have throughout many years been introduced to this end, it is probably fair to say that the…

Machine Learning · Computer Science 2023-05-30 Eduardo J. Aguilar , Valmir C. Barbosa

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

Statistics Theory · Mathematics 2017-07-14 Betina Berghaus , Axel Bücher

We consider the problem of model-based clustering in the presence of many correlated, mixed continuous and discrete variables, some of which may have missing values. Discrete variables are treated with a latent continuous variable approach…

One potential solution to combat the scarcity of tail observations in extreme value analysis is to integrate information from multiple datasets sharing similar tail properties, for instance, a common extreme value index. In other words, for…

Methodology · Statistics 2025-06-25 Liujun Chen , Marco Oesting , Chen Zhou

We describe a network clustering framework, based on finite mixture models, that can be applied to discrete-valued networks with hundreds of thousands of nodes and billions of edge variables. Relative to other recent model-based clustering…

Computation · Statistics 2020-03-13 Duy Q. Vu , David R. Hunter , Michael Schweinberger

Spectral clustering is a broad class of clustering procedures in which an intractable combinatorial optimization formulation of clustering is "relaxed" into a tractable eigenvector problem, and in which the relaxed solution is subsequently…

Methodology · Statistics 2011-02-21 Zhihua Zhang , Michael I. Jordan

The most widely used internal measure for clustering evaluation is the silhouette coefficient, whose naive computation requires a quadratic number of distance calculations, which is clearly unfeasible for massive datasets. Surprisingly,…

Data Structures and Algorithms · Computer Science 2021-01-21 Federico Altieri , Andrea Pietracaprina , Geppino Pucci , Fabio Vandin

The impact of an extreme climate event depends strongly on its geographical scale. Max-stable processes can be used for the statistical investigation of climate extremes and their spatial dependencies on a continuous area. Most existing…

Methodology · Statistics 2023-06-14 Justus Contzen , Thorsten Dickhaus , Gerrit Lohmann

Clustering is one of the main tasks in exploratory data analysis and descriptive statistics where the main objective is partitioning observations in groups. Clustering has a broad range of application in varied domains like climate,…

Databases · Computer Science 2012-03-20 Saptarsi Goswami , Amlan Chakrabarti