Related papers: Factor Modelling for Biclustering Large-dimensiona…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…
This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…
Starting from a dataset with input/output time series generated by multiple deterministic linear dynamical systems, this paper tackles the problem of automatically clustering these time series. We propose an extension to the so-called…
We present a new algorithm for clustering longitudinal data. Data of this type can be conceptualized as consisting of individuals and, for each such individual, observations of a time-dependent variable made at various times. Generically,…
Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…
Despite the widespread application of latent factor analysis, existing methods suffer from the following weaknesses: requiring the number of factors to be known, lack of theoretical guarantees for learning the model structure, and…
Assigning consistent temporal identifiers to multiple moving objects in a video sequence is a challenging problem. A solution to that problem would have immediate ramifications in multiple object tracking and segmentation problems. We…
We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates…
This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
Clustering algorithms are one of the main analytical methods to detect patterns in unlabeled data. Existing clustering methods typically treat samples in a dataset as points in a metric space and compute distances to group together similar…
Multimodal data, where different types of data are collected from the same subjects, are fast emerging in a large variety of scientific applications. Factor analysis is commonly used in integrative analysis of multimodal data, and is…
Feature selection methods have an important role on the readability of data and the reduction of complexity of learning algorithms. In recent years, a variety of efforts are investigated on feature selection problems based on unsupervised…
In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…
We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…
In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy…
Learning multimodal representations is a fundamentally complex research problem due to the presence of multiple heterogeneous sources of information. Although the presence of multiple modalities provides additional valuable information,…
This article proposes a new approach to modeling high-dimensional time series by treating a $p$-dimensional time series as a nonsingular linear transformation of certain common factors and idiosyncratic components. Unlike the approximate…
The Latent Block Model (LBM) is a prominent model-based co-clustering method, returning parametric representations of each block cluster and allowing the use of well-grounded model selection methods. The LBM, while adapted in literature to…