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We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes. A covariance-based dissimilarity measure together with asymptotically consistent algorithms is designed for clustering offline…
Clustered standard errors and approximate randomization tests are popular inference methods that allow for dependence within observations. However, they require researchers to know the cluster structure ex ante. We propose a procedure to…
Clustering is an unsupervised learning technique that is useful when working with a large volume of unlabeled data. Complex dynamical systems in real life often entail data streaming from a large number of sources. Although it is desirable…
In this paper a fuzzy clustering model for fuzzy data with outliers is proposed. The model is based on Wasserstein distance between interval valued data which is generalized to fuzzy data. In addition, Keller's approach is used to identify…
Generalized Wasserstein distances allow to quantitatively compare two continuous or atomic mass distributions with equal or different total mass. In this paper, we propose four numerical methods for the approximation of three different…
The Bayesian approach to clustering is often appreciated for its ability to provide uncertainty in the partition structure. However, summarizing the posterior distribution over the clustering structure can be challenging, due the discrete,…
Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating…
Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral…
This paper presents algorithms for hierarchical, agglomerative clustering which perform most efficiently in the general-purpose setup that is given in modern standard software. Requirements are: (1) the input data is given by pairwise…
Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…
Gaussian mixture models (GMMs) are widely used in machine learning for tasks such as clustering, classification, image reconstruction, and generative modeling. A key challenge in working with GMMs is defining a computationally efficient and…
The Sliced-Wasserstein distance (SW) is being increasingly used in machine learning applications as an alternative to the Wasserstein distance and offers significant computational and statistical benefits. Since it is defined as an…
We propose a distance between two realizations of a random process where for each realization only sparse and irregularly spaced measurements with additional measurement errors are available. Such data occur commonly in longitudinal studies…
K-means clustering is a workhorse of unsupervised learning, but it is notoriously brittle to outliers, distribution shifts, and limited sample sizes. Viewing k-means as Lloyd--Max quantization of the empirical distribution, we develop a…
In this paper, a supervised clustering based-heuristic is proposed for the real-time implementation of approximate solutions to stochastic nonlinear model predictive control frameworks. The key idea is to update on-line a low cardinality…
Clustering is a widely used technique with a long and rich history in a variety of areas. However, most existing algorithms do not scale well to large datasets, or are missing theoretical guarantees of convergence. This paper introduces a…
The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…
With rapidly increasing data, clustering algorithms are important tools for data analytics in modern research. They have been successfully applied to a wide range of domains; for instance, bioinformatics, speech recognition, and financial…
In the field of modern high-energy physics research, there is a growing emphasis on utilizing deep learning techniques to optimize event simulation, thereby expanding the statistical sample size for more accurate physical analysis.…
We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…