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Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows among numerous countries. To address potential structural…

Methodology · Statistics 2024-04-03 Bin Chen , Elynn Y. Chen , Stevenson Bolivar , Rong Chen

We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based…

Methodology · Statistics 2017-10-09 Yang Tang , Ryan P. Browne , Paul D. McNicholas

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The…

Computer Vision and Pattern Recognition · Computer Science 2014-03-11 Qiang Qiu , Guillermo Sapiro

Time-series classification is an important domain of machine learning and a plethora of methods have been developed for the task. In comparison to existing approaches, this study presents a novel method which decomposes a time-series…

Machine Learning · Computer Science 2015-03-12 Josif Grabocka , Lars Schmidt-Thieme

A symmetric nonnegative matrix factorization algorithm based on self-paced learning was proposed to improve the clustering performance of the model. It could make the model better distinguish normal samples from abnormal samples in an…

Machine Learning · Computer Science 2024-10-22 Lei Wang , Liang Du , Peng Zhou , Peng Wu

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables $p$ diverges as the number of serially dependent observations $n$ increases. In this paper, we…

Methodology · Statistics 2025-08-12 Shaojun Guo , Xinghao Qiao , Qingsong Wang , Zihan Wang

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

The latent block model is used to simultaneously rank the rows and columns of a matrix to reveal a block structure. The algorithms used for estimation are often time consuming. However, recent work shows that the log-likelihood ratios are…

Statistics Theory · Mathematics 2023-03-10 Vincent Brault , Antoine Channarond

Biclustering is a class of techniques that simultaneously clusters the rows and columns of a matrix to sort heterogeneous data into homogeneous blocks. Although many algorithms have been proposed to find biclusters, existing methods suffer…

Machine Learning · Statistics 2020-02-11 Michelle N. Ngo , Dustin S. Pluta , Alexander N. Ngo , Babak Shahbaba

Biclustering is an unsupervised machine learning technique that simultaneously clusters rows and columns in a data matrix. Biclustering has emerged as an important approach and plays an essential role in various applications such as…

Machine Learning · Computer Science 2022-03-31 Adan Jose-Garcia , Julie Jacques , Vincent Sobanski , Clarisse Dhaenens

This article considers to model large-dimensional matrix time series by introducing a regression term to the matrix factor model. This is an extension of classic matrix factor model to incorporate the information of known factors or useful…

Methodology · Statistics 2024-11-26 Yongchang Hui , Yuteng Zhang , Siting Huang

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

In this paper we address the problem of modeling relational data, which appear in many applications such as social network analysis, recommender systems and bioinformatics. Previous studies either consider latent feature based models but…

Data Structures and Algorithms · Computer Science 2012-04-13 Sheng Gao , Ludovic Denoyer , Patrick Gallinari

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

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

Common clustering methods, such as $k$-means and convex clustering, group similar vector-valued observations into clusters. However, with the increasing prevalence of matrix-valued observations, which often exhibit low rank characteristics,…

Optimization and Control · Mathematics 2024-12-24 Meixia Lin , Yangjing Zhang

We introduce a Modewise Additive Factor Model (MAFM) for matrix-valued time series that captures row-specific and column-specific latent effects through an additive structure, offering greater flexibility than multiplicative frameworks such…

Methodology · Statistics 2026-02-12 Elynn Chen , Yuefeng Han , Jiayu Li , Ke Xu

Subspace clustering methods based on expressing each data point as a linear combination of all other points in a dataset are popular unsupervised learning techniques. However, existing methods incur high computational complexity on…

Machine Learning · Computer Science 2019-08-05 Farhad Pourkamali-Anaraki