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We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience, where an important problem is to identify,…

Machine Learning · Statistics 2019-03-05 Alexander Lin , Yingzhuo Zhang , Jeremy Heng , Stephen A. Allsop , Kay M. Tye , Pierre E. Jacob , Demba Ba

In this paper we consider the problem of dynamic clustering, where cluster memberships may change over time and clusters may split and merge over time, thus creating new clusters and destroying existing ones. We propose a Bayesian…

Methodology · Statistics 2019-10-24 Maria De Iorio , Stefano Favaro , Alessandra Guglielmi , Lifeng Ye

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for…

Methodology · Statistics 2020-03-18 Joshua Daniel Loyal , Yuguo Chen

In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured…

Machine Learning · Computer Science 2014-04-15 James Hensman , Magnus Rattray , Neil D. Lawrence

We develop a Bayesian framework for tackling the supervised clustering problem, the generic problem encountered in tasks such as reference matching, coreference resolution, identity uncertainty and record linkage. Our clustering model is…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

Change-point models deal with ordered data sequences. Their primary goal is to infer the locations where an aspect of the data sequence changes. In this paper, we propose and implement a nonparametric Bayesian model for clustering…

Methodology · Statistics 2025-02-12 Ana Carolina da Cruz , Camila P. E. de Souza

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

Optimization and Control · Mathematics 2022-03-29 Tao Chen , Jiyoun Myung

Nonparametric Bayesian approaches provide a flexible framework for clustering without pre-specifying the number of groups, yet they are well known to overestimate the number of clusters, especially for functional data. We show that a…

Methodology · Statistics 2025-10-21 Fumiya Iwashige , Tomoya Wakayama , Shonosuke Sugasawa , Shintaro Hashimoto

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…

Methodology · Statistics 2015-05-18 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

We present a novel probabilistic clustering model for objects that are represented via pairwise distances and observed at different time points. The proposed method utilizes the information given by adjacent time points to find the…

Machine Learning · Computer Science 2015-04-16 Julia E. Vogt , Marius Kloft , Stefan Stark , Sudhir S. Raman , Sandhya Prabhakaran , Volker Roth , Gunnar Rätsch

This paper proposes a nonparametric Bayesian framework called VariScan for simultaneous clustering, variable selection, and prediction in high-throughput regression settings. Poisson-Dirichlet processes are utilized to detect…

Methodology · Statistics 2019-10-08 Subharup Guha , Veerabhadran Baladandayuthapani

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using…

Machine Learning · Computer Science 2014-01-30 Vu Nguyen , Dinh Phung , XuanLong Nguyen , Svetha Venkatesh , Hung Hai Bui

We present clustering methods for multivariate data exploiting the underlying geometry of the graphical structure between variables. As opposed to standard approaches that assume known graph structures, we first estimate the edge structure…

Methodology · Statistics 2015-09-28 Sayantan Banerjee , Rehan Akbani , Veerabhadran Baladandayuthapani

Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work…

Machine Learning · Computer Science 2020-03-03 Chloe Ching-Yun Hsu , Michaela Hardt , Moritz Hardt

In this article, using kernel convolution of order based dependent Dirichlet process (Griffin and Steel (2006)) we construct a nonstationary, nonseparable, nonparametric space-time process, which, as we show, satisfies desirable properties,…

Methodology · Statistics 2020-05-04 Moumita Das , Sourabh Bhattacharya

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

Machine Learning · Statistics 2016-12-05 Alexandre Piché , Russell Steele , Ian Shrier , Stephanie Long

Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well-known…

Methodology · Statistics 2009-04-21 Heng Lian

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…

Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning…

Machine Learning · Statistics 2017-07-27 Trevor Campbell , Brian Kulis , Jonathan How
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