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Clustering is widely used in unsupervised learning to find homogeneous groups of observations within a dataset. However, clustering mixed-type data remains a challenge, as few existing approaches are suited for this task. This study…
In the regression framework, the empirical measure based on the responses resulting from the nearest neighbors, among the covariates, to a given point $x$ is introduced and studied as a central statistical quantity. First, the associated…
Clustering is a central approach for unsupervised learning. After clustering is applied, the most fundamental analysis is to quantitatively compare clusterings. Such comparisons are crucial for the evaluation of clustering methods as well…
Regression discontinuity designs assess causal effects in settings where treatment is determined by whether an observed running variable crosses a pre-specified threshold. Here we propose a new approach to identification, estimation, and…
This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent…
We study linear regression models with clustered data, high-dimensional controls, and intricate exclusion restrictions. We propose a correctly centered internal instrument IV estimator that accommodates a broad class of exclusion…
Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral…
We consider quantizing an $Ld$-dimensional sample, which is obtained by concatenating $L$ vectors from datasets of $d$-dimensional vectors, to a $d$-dimensional cluster center. The distortion measure is the weighted sum of $r$th powers of…
Constrained clustering has gained significant attention in the field of machine learning as it can leverage prior information on a growing amount of only partially labeled data. Following recent advances in deep generative models, we…
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new…
Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to…
We propose a clustered local projection (clustered LP) method to estimate impulse response functions in a class of time-varying models where parameter variation is linked to a low-dimensional matrix of observables. We show that the…
In this paper, we consider statistical inference with generalized linear models in high dimensions under a longitudinal clustered data framework. Specifically, we propose a de-sparsified version of an initial Dantzig-type regularized…
Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can properly control the type I error when…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution.…
We study the problem of clustering with relative constraints, where each constraint specifies relative similarities among instances. In particular, each constraint $(x_i, x_j, x_k)$ is acquired by posing a query: is instance $x_i$ more…
This paper provides a user's guide to the general theory of approximate randomization tests developed in Canay, Romano, and Shaikh (2017) when specialized to linear regressions with clustered data. An important feature of the methodology is…
In recent years, advances in high throughput sequencing technology have led to a need for specialized methods for the analysis of digital gene expression data. While gene expression data measured on a microarray take on continuous values…
Cluster sampling is common in survey practice, and the corresponding inference has been predominantly design-based. We develop a Bayesian framework for cluster sampling and account for the design effect in the outcome modeling. We consider…