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In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…

Physics and Society · Physics 2008-12-02 Kan Chen , C. Jayaprakash , Baosheng Yuan

Robustly determining the optimal number of clusters in a data set is an essential factor in a wide range of applications. Cluster enumeration becomes challenging when the true underlying structure in the observed data is corrupted by…

Signal Processing · Electrical Eng. & Systems 2021-05-06 Christian A. Schroth , Michael Muma

We study a variant of classical clustering formulations in the context of algorithmic fairness, known as diversity-aware clustering. In this variant we are given a collection of facility subsets, and a solution must contain at least a…

Data Structures and Algorithms · Computer Science 2022-10-25 Suhas Thejaswi , Ameet Gadekar , Bruno Ordozgoiti , Michal Osadnik

We show that the study of critical properties of the Blume-Capel model at two dimensions can be deduced from Monte Carlo simulations with good accuracy even for small system sizes when one analyses the behaviour of the zeros of the…

Statistical Mechanics · Physics 2024-09-10 Leïla Moueddene , Nikolaos G Fytas , Yurij Holovatch , Ralph Kenna , Bertrand Berche

Mode-based clustering methods define clusters to be the basins of attraction of the modes of a density estimate. The most common version is mean shift clus- tering which uses a gradient ascent algorithm to find the basins. Rodriguez and…

Methodology · Statistics 2018-05-14 Isabella Verdinelli , Larry Wasserman

We propose clustering algorithms based on a recently developed geometric digraph family called cluster catch digraphs (CCDs). These digraphs are used to devise clustering methods that are hybrids of density-based and graph-based clustering…

Machine Learning · Statistics 2019-12-30 Artür Manukyan , Elvan Ceyhan

We study random subgraphs of an arbitrary finite connected transitive graph $\mathbb G$ obtained by independently deleting edges with probability $1-p$. Let $V$ be the number of vertices in $\mathbb G$, and let $\Omega$ be their degree. We…

Probability · Mathematics 2007-05-23 Christian Borgs , Jennifer T. Chayes , Remco van der Hofstad , Gordon Slade , Joel Spencer

The conditional posterior Cramer-Rao lower bound (PCRLB) is an effective sensor resource management criteria for large, geographically distributed sensor networks. Existing algorithms for distributed computation of the PCRLB (dPCRLB) are…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-23 Arash Mohammadi , Amir Asif , Xionghu Zhong , A. B. Premkumar

We propose a new method for clustering based on the local minimization of the \gamma-divergence, which we call the spontaneous clustering. The greatest advantage of the proposed method is that it automatically detects the number of clusters…

Methodology · Statistics 2013-05-01 Akifumi Notsu , Osamu Komori , Shinto Eguchi

An agglomerative clustering of random variables is proposed, where clusters of random variables sharing the maximum amount of multivariate mutual information are merged successively to form larger clusters. Compared to the previous…

Information Theory · Computer Science 2017-02-27 Chung Chan , Ali Al-Bashabsheh , Qiaoqiao Zhou

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

This paper proposes an early detection method for cluster structural changes. Cluster structure refers to discrete structural characteristics, such as the number of clusters, when data are represented using finite mixture models, such as…

Machine Learning · Statistics 2024-03-28 Kento Urano , Ryo Yuki , Kenji Yamanishi

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…

Methodology · Statistics 2018-08-28 Zhenke Wu , Livia Casciola-Rosen , Antony Rosen , Scott L. Zeger

The random-cluster model, a correlated bond percolation model, unifies a range of important models of statistical mechanics in one description, including independent bond percolation, the Potts model and uniform spanning trees. By…

Statistical Mechanics · Physics 2016-01-28 Eren Metin Elçi , Martin Weigel , Nikolaos G. Fytas

We introduce a dynamic version of the NP-hard graph problem Cluster Editing. The essential point here is to take into account dynamically evolving input graphs: Having a cluster graph (that is, a disjoint union of cliques) that represents a…

Discrete Mathematics · Computer Science 2018-12-12 Junjie Luo , Hendrik Molter , André Nichterlein , Rolf Niedermeier

An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…

The morphology of clusters of galaxies may be described with a set of parameters which contain information about the formation and evolutionary history of these systems. In this paper we present a preliminary study of the morphological…

Astrophysics · Physics 2009-11-10 V. Strazzullo , M. Paolillo , G. Longo , E. Puddu , S. G. Djorgovski , R. R. De Carvalho , R. R. Gal

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

This paper addresses the problem of unsupervised clustering which remains one of the most fundamental challenges in machine learning and artificial intelligence. We propose the clustered generator model for clustering which contains both…

Machine Learning · Statistics 2019-11-20 Dandan Zhu , Tian Han , Linqi Zhou , Xiaokang Yang , Ying Nian Wu