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Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the St\"ormer-Verlet method within Hamiltonian Monte Carlo (HMC) methodology. However, HMC performance is very sensitive to the step size…

Numerical Analysis · Mathematics 2022-12-02 F. Diele , C. Marangi , C. Tamborrino , C. Tarantino

Faced with the growing research towards crude oil price fluctuations influential factors following the accelerated development of Internet technology, accessible data such as Google search volume index are increasingly quantified and…

Statistical Finance · Quantitative Finance 2020-02-25 Yang Yifan , Guo Ju'e , Sun Shaolong , Li Yixin

This paper proposes a hierarchical clustering approach for the segmentation of mobile LiDAR point clouds. We perform the hierarchical clustering on unorganized point clouds based on a proximity matrix. The dissimilarity measure in the…

Computer Vision and Pattern Recognition · Computer Science 2019-06-12 Sheng Xu , Ruisheng Wang , Han Zheng

Co-clustering simultaneously clusters rows and columns, revealing more fine-grained groups. However, existing co-clustering methods suffer from poor scalability and cannot handle large-scale data. This paper presents a novel and scalable…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-20 Zihan Wu , Zhaoke Huang , Hong Yan

To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…

Methodology · Statistics 2018-12-27 Zhanfeng Wang , Yuan-chin Ivan Chang

In this paper we propose a new approach for Big Data mining and analysis. This new approach works well on distributed datasets and deals with data clustering task of the analysis. The approach consists of two main phases, the first phase…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-03-05 Malika Bendechache , Nhien-An Le-Khac , M-Tahar Kechadi

In the context of big data analysis, the divide-and-conquer methodology refers to a multiple-step process: first splitting a data set into several smaller ones; then analyzing each set separately; finally combining results from each…

Machine Learning · Statistics 2021-02-23 Xueying Chen , Jerry Q. Cheng , Min-ge Xie

In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the…

Numerical Analysis · Mathematics 2020-06-04 Jun Zhang , Jia Zhao , JinRong Wang

We present a novel multiscale simulation approach for modeling stochasticity in chemical reaction networks. The approach seamlessly integrates exact-stochastic and "leaping" methodologies into a single "partitioned leaping" algorithmic…

Chemical Physics · Physics 2009-11-11 Leonard A. Harris , Paulette Clancy

Particle splitting methods are considered for the estimation of rare events. The probability of interest is that a Markov process first enters a set $B$ before another set $A$, and it is assumed that this probability satisfies a large…

Probability · Mathematics 2007-11-14 Thomas Dean , Paul Dupuis

We present a detailed analysis and implementation of a splitting strategy to identify simultaneously the local-volatility surface and the jump-size distribution from quoted European prices. The underlying model consists of a jump-diffusion…

Computational Finance · Quantitative Finance 2018-11-07 Vinicius Albani , Jorge Zubelli

In the field of machine learning, model performance is usually assessed by randomly splitting data into training and test sets. Different random splits, however, can yield markedly different performance estimates, so a genuinely good model…

We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…

Statistics Theory · Mathematics 2020-09-07 Natalia M. Markovich , Igor V. Rodionov

We present a new method of data clustering applied to earthquake catalogs, with the goal of reconstructing the seismically active part of fault networks. We first use an original method to separate clustered events from uncorrelated…

Geophysics · Physics 2015-05-19 Guy Ouillon , Didier Sornette

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

Finding a set of nested partitions of a dataset is useful to uncover relevant structure at different scales, and is often dealt with a data-dependent methodology. In this paper, we introduce a general two-step methodology for model-based…

Computation · Statistics 2021-04-22 Etienne Côme , Nicolas Jouvin , Pierre Latouche , Charles Bouveyron

Survival analysis studies time-modeling techniques for an event of interest occurring for a population. Survival analysis found widespread applications in healthcare, engineering, and social sciences. However, the data needed to train…

Machine Learning · Computer Science 2023-02-22 Alberto Archetti , Eugenio Lomurno , Francesco Lattari , André Martin , Matteo Matteucci

We propose a multistage method for making inference at all levels of a Bayesian hierarchical model (BHM) using natural data partitions to increase efficiency by allowing computations to take place in parallel form using software that is…

Methodology · Statistics 2021-09-23 Devin S. Johnson , Brian M. Brost , Mevin B. Hooten

We present a novel approach for resolving modes of rupture directivity in large populations of earthquakes. A seismic spectral decomposition technique is used to first produce relative measurements of radiated energy for earthquakes in a…

Numerous point-cloud understanding techniques focus on whole entities and have succeeded in obtaining satisfactory results and limited sparsity tolerance. However, these methods are generally sensitive to incomplete point clouds that are…

Computer Vision and Pattern Recognition · Computer Science 2025-03-27 Kaiyue Zhou , Ming Dong , Peiyuan Zhi , Shengjin Wang