Related papers: Estimating Staged Event Tree Models via Hierarchic…
In this paper we offer a new perspective on the well established agglomerative clustering algorithm, focusing on recovery of hierarchical structure. We recommend a simple variant of the standard algorithm, in which clusters are merged by…
We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to…
This paper explores hierarchical clustering in the case where pairs of points have dissimilarity scores (e.g. distances) as a part of the input. The recently introduced objective for points with dissimilarity scores results in every tree…
We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…
Distance-based hierarchical clustering (HC) methods are widely used in unsupervised data analysis but few authors take account of uncertainty in the distance data. We incorporate a statistical model of the uncertainty through corruption or…
We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail to capture heterogeneous predictive structure, while naive…
Similarity-based Hierarchical Clustering (HC) is a classical unsupervised machine learning algorithm that has traditionally been solved with heuristic algorithms like Average-Linkage. Recently, Dasgupta reframed HC as a discrete…
Fixed effects models are very flexible because they do not make assumptions on the distribution of effects and can also be used if the heterogeneity component is correlated with explanatory variables. A disadvantage is the large number of…
Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density.…
Hierarchical clustering is an important technique to organize big data for exploratory data analysis. However, existing one-size-fits-all hierarchical clustering methods often fail to meet the diverse needs of different users. To address…
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…
Determining subgroups that respond especially well (or poorly) to specific interventions (medical or policy) requires new supervised learning methods tailored specifically for causal inference. Bayesian Causal Forest (BCF) is a recent…
In economic development, there are often regions that share similar economic characteristics, and economic models on such regions tend to have similar covariate effects. In this paper, we propose a Bayesian clustered regression for…
Many machine learning tools for regression are based on recursive partitioning of the covariate space into smaller regions, where the regression function can be estimated locally. Among these, regression trees and their ensembles have…
In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…
High dimensional data often contain multiple facets, and several clustering patterns can co-exist under different variable subspaces, also known as the views. While multi-view clustering algorithms were proposed, the uncertainty…
Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…
This paper describes a new approach for learning structures of large Bayesian networks based on blocks resulting from feature space clustering. This clustering is obtained using normalized mutual information. And the subsequent aggregation…
Bayesian phylogenetics is vital for understanding evolutionary dynamics, and requires accurate and efficient approximation of posterior distributions over trees. In this work, we develop a variational Bayesian approach for ultrametric…
In recent years, non-parametric methods utilizing random walks on graphs have been used to solve a wide range of machine learning problems, but in their simplest form they do not scale well due to the quadratic complexity. In this paper, a…