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We introduce an algorithm to generate multivariate series of symbols from a finite alphabet with a given hierarchical structure of similarities. The target hierarchical structure of similarities is arbitrary, for instance the one obtained…

Computational Physics · Physics 2008-10-08 Mi. Tumminello , F. Lillo , R. N. Mantegna

We present an approach to model-based hierarchical clustering by formulating an objective function based on a Bayesian analysis. This model organizes the data into a cluster hierarchy while specifying a complex feature-set partitioning that…

Machine Learning · Computer Science 2013-01-18 Shivakumar Vaithyanathan , Byron E Dom

We bring together topological data analysis, applied category theory, and machine learning to study multiparameter hierarchical clustering. We begin by introducing a procedure for flattening multiparameter hierarchical clusterings. We…

Machine Learning · Computer Science 2021-05-03 Dan Shiebler

Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of objects, covariance matrix cleaning is necessary to reduce…

Risk Management · Quantitative Finance 2021-06-09 Christian Bongiorno , Damien Challet

Hierarchical clustering is a popular unsupervised data analysis method. For many real-world applications, we would like to exploit prior information about the data that imposes constraints on the clustering hierarchy, and is not captured by…

Data Structures and Algorithms · Computer Science 2018-07-17 Vaggos Chatziafratis , Rad Niazadeh , Moses Charikar

Hierarchical categorical variables often exhibit many levels (high granularity) and many classes within each level (high dimensionality). This may cause overfitting and estimation issues when including such covariates in a predictive model.…

Methodology · Statistics 2024-08-20 Paul Wilsens , Katrien Antonio , Gerda Claeskens

Clustering of mixed-type datasets can be a particularly challenging task as it requires taking into account the associations between variables with different level of measurement, i.e., nominal, ordinal and/or interval. In some cases,…

Methodology · Statistics 2022-04-22 Odysseas Moschidis , Angelos Markos , Theodore Chadjipadelis

Finding a set of nested partitions of a dataset is useful to uncover relevant structure at different scales, and is often dealt with a data-dependent methodology. In this paper, we introduce a general two-step methodology for model-based…

Computation · Statistics 2021-04-22 Etienne Côme , Nicolas Jouvin , Pierre Latouche , Charles Bouveyron

The paper tackles the problem of clustering multiple networks, directed or not, that do not share the same set of vertices, into groups of networks with similar topology. A statistical model-based approach based on a finite mixture of…

Statistics Theory · Mathematics 2023-11-07 Tabea Rebafka

Reduced-rank decompositions provide descriptions of the variation among the elements of a matrix or array. In such decompositions, the elements of an array are expressed as products of low-dimensional latent factors. This article presents a…

Methodology · Statistics 2010-06-01 Peter Hoff

A rank-invariant clustering of variables is introduced that is based on the predictive strength between groups of variables, i.e., two groups are assigned a high similarity if the variables in the first group contain high predictive…

Methodology · Statistics 2023-12-29 Sebastian Fuchs , Yuping Wang

We address the classical problem of hierarchical clustering, but in a framework where one does not have access to a representation of the objects or their pairwise similarities. Instead, we assume that only a set of comparisons between…

Machine Learning · Statistics 2019-06-13 Debarghya Ghoshdastidar , Michaël Perrot , Ulrike von Luxburg

Factor analysis has been extensively used to reveal the dependence structures among multivariate variables, offering valuable insight in various fields. However, it cannot incorporate the spatial heterogeneity that is typically present in…

Methodology · Statistics 2024-11-14 Yanxiu Jin , Tomoya Wakayama , Renhe Jiang , Shonosuke Sugasawa

Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…

Methodology · Statistics 2026-01-22 Laura Ferrini , Federico Castelletti

This paper studies a factor modeling-based approach for clustering high-dimensional data generated from a mixture of strongly correlated variables. Statistical modeling with correlated structures pervades modern applications in economics,…

Statistics Theory · Mathematics 2024-08-23 Shange Tang , Soham Jana , Jianqing Fan

Hierarchical clustering is a stronger extension of one of today's most influential unsupervised learning methods: clustering. The goal of this method is to create a hierarchy of clusters, thus constructing cluster evolutionary history and…

Data Structures and Algorithms · Computer Science 2021-01-14 MohammadTaghi Hajiaghayi , Marina Knittel

Cluster analysis has proved to be an invaluable tool for the exploratory and unsupervised analysis of high dimensional datasets. Among methods for clustering, hierarchical approaches have enjoyed substantial popularity in genomics and other…

Methodology · Statistics 2014-11-20 Patrick K. Kimes , Yufeng Liu , D. Neil Hayes , J. S. Marron

We develop a greedy algorithm that is fast and scalable in the detection of a nested partition extracted from a dendrogram obtained from hierarchical clustering of a multivariate series. Our algorithm provides a $p$-value for each clade…

Genomics · Quantitative Biology 2022-01-21 Christian Bongiorno , Salvatore Miccichè , Rosario N. Mantegna

A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…

Methodology · Statistics 2020-01-22 Shih-Kang Chao , Wolfgang Karl Härdle , Ming Yuan

A novel method to obtain hierarchical and overlapping clusters from network data -i.e., a set of nodes endowed with pairwise dissimilarities- is presented. The introduced method is hierarchical in the sense that it outputs a nested…

Social and Information Networks · Computer Science 2017-12-13 Fernando Gama , Santiago Segarra , Alejandro Ribeiro
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