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Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…

Methodology · Statistics 2026-03-03 Rakheon Kim , Irina Gaynanova

We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of…

Machine Learning · Statistics 2016-10-20 Ya Le , Trevor Hastie

Mixture models extend the toolbox of clustering methods available to the data analyst. They allow for an explicit definition of the cluster shapes and structure within a probabilistic framework and exploit estimation and inference…

Methodology · Statistics 2025-09-15 Bettina Grün

This paper studies a factor modeling-based approach for clustering high-dimensional data generated from a mixture of strongly correlated variables. Statistical modeling with correlated structures pervades modern applications in economics,…

Statistics Theory · Mathematics 2024-08-23 Shange Tang , Soham Jana , Jianqing Fan

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

Applications · Statistics 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart

In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…

Methodology · Statistics 2020-07-14 Garritt L. Page , Fernando A. Quintana , Peter Müller

Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…

Methodology · Statistics 2026-01-22 Laura Ferrini , Federico Castelletti

We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…

Methodology · Statistics 2013-10-17 Lin Zhang , Abhra Sarkar , Bani K. Mallick

Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…

Machine Learning · Statistics 2020-10-23 Zhiyue Zhang , Kenneth Lange , Jason Xu

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

In this paper, we consider the Group Lasso estimator of the covariance matrix of a stochastic process corrupted by an additive noise. We propose to estimate the covariance matrix in a high-dimensional setting under the assumption that the…

Statistics Theory · Mathematics 2011-10-26 Jérémie Bigot , Rolando Biscay , Jean-Michel Loubes , Lilian Muniz Alvarez

We study the clustering problem for mixtures of bounded covariance distributions, under a fine-grained separation assumption. Specifically, given samples from a $k$-component mixture distribution $D = \sum_{i =1}^k w_i P_i$, where each $w_i…

Machine Learning · Computer Science 2023-12-20 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Thanasis Pittas

Graphical models serve as effective tools for visualizing conditional dependencies between variables. However, as the number of variables grows, interpretation becomes increasingly difficult, and estimation uncertainty increases due to the…

Machine Learning · Statistics 2026-03-25 D. J. W. Touw , A. Alfons , P. J. F. Groenen , I. Wilms

Biclustering algorithms play a central role in the biotechnological and biomedical domains. The knowledge extracted supports the extraction of putative regulatory modules, essential to understanding diseases, aiding therapy research, and…

Databases · Computer Science 2022-12-13 Leonardo Alexandre , Rafael S. Costa , Rui Henriques

Models for dependent data are distinguished by their targets of inference. Marginal models are useful when interest lies in quantifying associations averaged across a population of clusters. When the functional form of a covariate-outcome…

Methodology · Statistics 2022-04-18 Glen McGee , Alex Stringer

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

A novel family of twelve mixture models with random covariates, nested in the linear $t$ cluster-weighted model (CWM), is introduced for model-based clustering. The linear $t$ CWM was recently presented as a robust alternative to the better…

Computation · Statistics 2015-03-10 Salvatore Ingrassia , Simona C. Minotti , Antonio Punzo

In this article, we propose a penalized clustering method for large scale data with multiple covariates through a functional data approach. In the proposed method, responses and covariates are linked together through nonparametric…

Methodology · Statistics 2008-01-17 Ping Ma , Wenxuan Zhong

High covariate dimensionality is increasingly occurrent in model estimation, and existing techniques to address this issue typically require sparsity or discrete heterogeneity of the \emph{unobservable} parameter vector. However, neither…

Econometrics · Economics 2025-07-31 Abdul-Nasah Soale , Emmanuel Selorm Tsyawo

Predicting clinical variables from whole-brain neuroimages is a high dimensional problem that requires some type of feature selection or extraction. Penalized regression is a popular embedded feature selection method for high dimensional…

Methodology · Statistics 2018-02-27 Joanne C. Beer , Howard J. Aizenstein , Stewart J. Anderson , Robert T. Krafty