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It is commonplace to encounter heterogeneous or nonstationary data, of which the underlying generating process changes across domains or over time. Such a distribution shift feature presents both challenges and opportunities for causal…

Machine Learning · Computer Science 2020-06-26 Biwei Huang , Kun Zhang , Jiji Zhang , Joseph Ramsey , Ruben Sanchez-Romero , Clark Glymour , Bernhard Schölkopf

The clustering of autonomous driving scenario data can substantially benefit the autonomous driving validation and simulation systems by improving the simulation tests' completeness and fidelity. This article proposes a comprehensive data…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Jinxin Zhao , Jin Fang , Zhixian Ye , Liangjun Zhang

Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…

Methodology · Statistics 2024-08-21 Wei Liu , Qingzhi Zhong

Factor Analysis based on multivariate $t$ distribution ($t$fa) is a useful robust tool for extracting common factors on heavy-tailed or contaminated data. However, $t$fa is only applicable to vector data. When $t$fa is applied to matrix…

Machine Learning · Statistics 2024-01-05 Xuan Ma , Jianhua Zhao , Changchun Shang , Fen Jiang , Philip L. H. Yu

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

With the explosive growth of multi-source data, multi-view clustering has attracted great attention in recent years. Most existing multi-view methods operate in raw feature space and heavily depend on the quality of original feature…

Machine Learning · Computer Science 2022-05-20 Liang Liu , Peng Chen , Guangchun Luo , Zhao Kang , Yonggang Luo , Sanchu Han

We introduce Causal Program Dependence Analysis (CPDA), a dynamic dependence analysis that applies causal inference to model the strength of program dependence relations in a continuous space. CPDA observes the association between program…

Software Engineering · Computer Science 2021-04-20 Seongmin Lee , Dave Binkley , Robert Feldt , Nicolas Gold , Shin Yoo

We propose a new method to impute missing values in mixed datasets. It is based on a principal components method, the factorial analysis for mixed data, which balances the influence of all the variables that are continuous and categorical…

Applications · Statistics 2013-02-20 Vincent Audigier , François Husson , Julie Josse

Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…

Methodology · Statistics 2020-06-22 Armeen Taeb , Venkat Chandrasekaran

We introduce a factor analysis model that summarizes the dependencies between observed variable groups, instead of dependencies between individual variables as standard factor analysis does. A group may correspond to one view of the same…

Machine Learning · Statistics 2014-11-19 Seppo Virtanen , Arto Klami , Suleiman A. Khan , Samuel Kaski

To obtain operational insights regarding the crime of burglary in London we consider the estimation of effects of covariates on the intensity of spatial point patterns. By taking into account localised properties of criminal behaviour, we…

Applications · Statistics 2021-10-25 Jan Povala , Seppo Virtanen , Mark Girolami

Matrix valued data has become increasingly prevalent in many applications. Most of the existing clustering methods for this type of data are tailored to the mean model and do not account for the dependence structure of the features, which…

Machine Learning · Statistics 2023-12-07 Inbeom Lee , Siyi Deng , Yang Ning

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

Cluster analysis is one of the essential tasks in data mining and knowledge discovery. Each type of data poses unique challenges in achieving relatively efficient partitioning of the data into homogeneous groups. While the algorithms for…

Machine Learning · Computer Science 2018-12-11 Ruben A. Gevorgyan , Yenok B. Hakobyan

Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be…

Methodology · Statistics 2024-07-04 Michael F. Christensen , Peter D. Hoff

In this work we are interested in identifying clusters of "positional equivalent" actors, i.e. actors who play a similar role in a system. In particular, we analyze weighted bipartite networks that describes the relationships between actors…

Data Analysis, Statistics and Probability · Physics 2015-06-19 Alessandro Chessa , Irene Crimaldi , Massimo Riccaboni , Luca Trapin

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

This paper extends the design-based framework to settings with multi-way cluster dependence, and shows how multi-way clustering can be justified when clustered assignment and clustered sampling occurs on different dimensions, or when either…

Econometrics · Economics 2023-09-06 Luther Yap

In this paper, we set up the theoretical foundations for a high-dimensional functional factor model approach in the analysis of large cross-sections (panels) of functional time series (FTS). We first establish a representation result…

Statistics Theory · Mathematics 2021-04-14 Shahin Tavakoli , Gilles Nisol , Marc Hallin

Spatial-temporal data, that is information about objects that exist at a particular location and time period, are rich in value and, as a consequence, the target of so many initiative efforts. Clustering approaches aim at grouping…

Databases · Computer Science 2019-11-07 Ivens Portugal , Paulo Alencar , Donald Cowan