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Motivated by a neuroscience application we study the problem of statistical estimation of a high-dimensional covariance matrix with a block structure. The block model embeds a structural assumption: the population of items (neurons) can be…

Methodology · Statistics 2025-03-03 Yunran Chen , Surya T Tokdar , Jennifer M Groh

Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…

Methodology · Statistics 2022-03-07 Thilo Welz , Wolfgang Viechtbauer , Markus Pauly

Probabilistic clustering models (or equivalently, mixture models) are basic building blocks in countless statistical models and involve latent random variables over discrete spaces. For these models, posterior inference methods can be…

Machine Learning · Statistics 2020-06-24 Ari Pakman , Yueqi Wang , Catalin Mitelut , JinHyung Lee , Liam Paninski

We consider the problem of estimating common community structures in multi-layer stochastic block models, where each single layer may not have sufficient signal strength to recover the full community structure. In order to efficiently…

Statistics Theory · Mathematics 2022-03-08 Jing Lei , Kevin Z. Lin

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

Computation · Statistics 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

Although various clustering methods have been successfully applied to polarimetric synthetic aperture radar (PolSAR) image clustering tasks, most of the available approaches fail to realize automatic determination of cluster number, nor…

Image and Video Processing · Electrical Eng. & Systems 2021-04-06 Shijie Ren , Feng Zhou , Changlong Wang

Mixed membership models are an extension of finite mixture models, where each observation can partially belong to more than one mixture component. A probabilistic framework for mixed membership models of high-dimensional continuous data is…

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

The paper proposes a new covariance estimator for large covariance matrices when the variables have a natural ordering. Using the Cholesky decomposition of the inverse, we impose a banded structure on the Cholesky factor, and select the…

Applications · Statistics 2008-12-18 Elizaveta Levina , Adam Rothman , Ji Zhu

State-of-the-art approaches for clustering high-dimensional data utilize deep auto-encoder architectures. Many of these networks require a large number of parameters and suffer from a lack of interpretability, due to the black-box nature of…

Machine Learning · Computer Science 2022-02-28 Alexander Lin , Andrew H. Song , Demba Ba

In this work, the possibility of clustering correlated random variables was examined, both because of their mutual similarity and because of their similarity to the principal components. The k-means algorithm and spectral algorithms were…

Machine Learning · Computer Science 2019-09-10 Zenon Gniazdowski , Dawid Kaliszewski

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…

Optimization and Control · Mathematics 2007-06-13 Alexandre d'Aspremont , Onureena Banerjee , Laurent El Ghaoui

Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…

Applications · Statistics 2018-06-18 Daniel Andrade , Akiko Takeda , Kenji Fukumizu

The presence of missing entries in data often creates challenges for pattern recognition algorithms. Traditional algorithms for clustering data assume that all the feature values are known for every data point. We propose a method to…

Computer Vision and Pattern Recognition · Computer Science 2017-09-07 Sunrita Poddar , Mathews Jacob

In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…

Methodology · Statistics 2023-05-12 Ghania Fatima , Prabhu Babu , Petre Stoica

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

Methodology · Statistics 2013-12-30 Allou Samé , Faicel Chamroukhi , Gérard Govaert , Patrice Aknin

Gaussian Graphical Models (GGMs) are widely used in high-dimensional data analysis to synthesize the interaction between variables. In many applications, such as genomics or image analysis, graphical models rely on sparsity and clustering…

Machine Learning · Statistics 2026-03-25 Do Edmond Sanou , Christophe Ambroise , Geneviève Robin

A new model-based procedure is developed for sparse clustering of functional data that aims to classify a sample of curves into homogeneous groups while jointly detecting the most informative portions of domain. The proposed method is…

Methodology · Statistics 2023-10-04 Fabio Centofanti , Antonio Lepore , Biagio Palumbo

Unsupervised learning has gained prominence in the big data era, offering a means to extract valuable insights from unlabeled datasets. Deep clustering has emerged as an important unsupervised category, aiming to exploit the non-linear…

Machine Learning · Computer Science 2024-02-02 Georgios Vardakas , Ioannis Papakostas , Aristidis Likas

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast