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Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of formulations of the skew-t distribution. Herein we develop a mixture of skew-t factor…

Methodology · Statistics 2017-10-09 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

Recently, deep matrix factorization has been established as a powerful model for unsupervised tasks, achieving promising results, especially for multi-view clustering. However, existing methods often lack effective feature selection…

Machine Learning · Statistics 2024-12-04 Yasser Khalafaoui , Basarab Matei , Martino Lovisetto , Nistor Grozavu

The Gaussian cluster-weighted model (CWM) is a mixture of regression models with random covariates that allows for flexible clustering of a random vector composed of response variables and covariates. In each mixture component, it adopts a…

Methodology · Statistics 2014-09-23 Antonio Punzo , Paul D. McNicholas

Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…

Machine Learning · Statistics 2008-03-26 Benhuai Xie , Wei Pan , Xiaotong Shen

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

In the framework of Symbolic Data Analysis (SDA), distribution-variables are a particular case of multi-valued variables: each unit is represented by a set of distributions (e.g. histograms, density functions or quantile functions), one for…

Methodology · Statistics 2018-04-20 Rosanna Verde , Antonio Irpino

The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical…

Machine Learning · Statistics 2018-03-05 Faicel Chamroukhi , Hien D. Nguyen

Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

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

Factor-analytic Gaussian mixture models are often employed as a model-based approach to clustering high-dimensional data. Typically, the numbers of clusters and latent factors must be specified in advance of model fitting, and remain fixed.…

Methodology · Statistics 2021-07-15 Keefe Murphy , Cinzia Viroli , Isobel Claire Gormley

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…

Methodology · Statistics 2018-08-14 Jianqing Fan , Kaizheng Wang , Yiqiao Zhong , Ziwei Zhu

In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which were not directly involved to cluster the data. An approach is proposed in the model-based clustering…

A dynamic factor model with a mixture distribution of the loadings is introduced and studied for multivariate, possibly high-dimensional time series. The correlation matrix of the model exhibits a block structure, reminiscent of correlation…

Methodology · Statistics 2023-07-20 Shankar Bhamidi , Dhruv Patel , Vladas Pipiras , Guorong Wu

Multilevel models (mixed-effect models or hierarchical linear models) are now a standard approach to analysing clustered and longitudinal data in the social, behavioural and medical sciences. This review article focuses on multilevel linear…

Methodology · Statistics 2019-07-16 George Leckie

Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that factors be relatively strong, data are stationary and weak…

Statistics Theory · Mathematics 2020-06-05 Jianqing Fan , Yuan Liao

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Methodology · Statistics 2026-01-12 Jing Ouyang , Chengyu Cui , Kean Ming Tan , Gongjun Xu

In this paper, we propose two important extensions to cluster-weighted models (CWMs). First, we extend CWMs to have generalized cluster-weighted models (GCWMs) by allowing modeling of non-Gaussian distribution of the continuous covariates,…

Applications · Statistics 2019-01-01 Nikola Pocuca , Petar Jevtic , Paul D. McNicholas , Tatjana Miljkovic

Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…

Machine Learning · Statistics 2018-05-25 Ricardo Pio Monti , Aapo Hyvärinen

Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments.…

Machine Learning · Computer Science 2016-09-15 Kerstin Bunte , Eemeli Leppäaho , Inka Saarinen , Samuel Kaski

A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture…

Methodology · Statistics 2023-11-15 Andrea Payne , Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi