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Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…

Statistics Theory · Mathematics 2026-05-15 Yu Zheng , Leo L. Duan , Arkaprava Roy

In this paper, we propose new nonparametric approach to network inference that may be viewed as a fusion of block sampling procedures for temporally and spatially dependent processes with the classical network methodology. We develop…

Minimum spanning trees (MSTs) are used in a variety of fields, from computer science to geography. Infectious disease researchers have used them to infer the transmission pathway of certain pathogens. However, these are often the MSTs of…

Statistics Theory · Mathematics 2021-05-13 Jonathan Larson , Jukka-Pekka Onnela

D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a…

Probability · Mathematics 2018-08-29 L. Avena , F. Castell , A. Gaudilliere , C. Melot

We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the…

Physics and Society · Physics 2007-05-23 G. Tibely , J. -P. Onnela , J. Saramaki , K. Kaski , J. Kertesz

Spanning Centrality is a measure used in network analysis to determine the importance of an edge in a graph based on its contribution to the connectivity of the entire network. Specifically, it quantifies how critical an edge is in terms of…

Social and Information Networks · Computer Science 2025-03-25 Gökhan Göktürk , Kamer Kaya

Bootstrap percolation is a simple but non-trivial model. It has applications in many areas of science and has been explored on random networks for several decades. In single layer (simplex) networks, it has been recently observed that…

Disordered Systems and Neural Networks · Physics 2014-04-23 Gareth J. Baxter , Sergey N. Dorogovtsev , José F. F. Mendes , Davide Cellai

A simple and accurate relationship is demonstrated that links the average shortest path, nodes, and edges in a complex network. This relationship takes advantage of the concept of link density and shows a large improvement in fitting…

Physics and Society · Physics 2013-04-24 Reginald D. Smith

Agglomerative hierarchical clustering can be implemented with several strategies that differ in the way elements of a collection are grouped together to build a hierarchy of clusters. Here we introduce versatile linkage, a new infinite…

Methodology · Statistics 2021-03-26 Alberto Fernández , Sergio Gómez

In this paper, we show an innovative way to construct bootstrap confidence interval of a signal estimated based on a univariate LSTM model. We take three different types of bootstrap methods for dependent set up. We prescribe some useful…

Machine Learning · Statistics 2020-07-02 Shankhyajyoti De , Arabin Kumar Dey , Deepak Gauda

We describe the structure of the graphs with the smallest average distance and the largest average clustering given their order and size. There is usually a unique graph with the largest average clustering, which at the same time has the…

Molecular Networks · Quantitative Biology 2010-07-28 Dionysios Barmpoutis , Richard M. Murray

Daily internet communication relies heavily on tree-structured graphs, embodied by popular data formats such as XML and JSON. However, many recent generative (probabilistic) models utilize neural networks to learn a probability distribution…

Machine Learning · Computer Science 2024-08-20 Milan Papež , Martin Rektoris , Tomáš Pevný , Václav Šmídl

Real-world networks often exhibit strong transitivity with nontrivial local clustering spectra and degree correlations. Such features are not easily modeled in tractable network models, creating an obstacle to the theoretical understanding…

Physics and Society · Physics 2026-05-26 Lorenzo Cirigliano , Gareth J. Baxter , Gábor Timár

The correlation coefficient between stocks depends on price history and includes information on hierarchical structure in financial markets. It is useful for portfolio selection and estimation of risk. I introduce the Life Time of…

General Finance · Quantitative Finance 2011-06-01 Andrzej Buda

This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the correlation…

Statistical Finance · Quantitative Finance 2015-12-12 Hannah Cheng Juan Zhan , William Rea , Alethea Rea

We present a novel method to reconstruct complex network from partial information. We assume to know the links only for a subset of the nodes and to know some non-topological quantity (fitness) characterising every node. The missing links…

Physics and Society · Physics 2015-06-11 Nicoló Musmeci , Stefano Battiston , Guido Caldarelli , Michelangelo Puliga , Andrea Gabrielli

In this paper, we set forth a new algorithm for generating approximately uniformly random spanning trees in undirected graphs. We show how to sample from a distribution that is within a multiplicative $(1+\delta)$ of uniform in expected…

Data Structures and Algorithms · Computer Science 2009-08-12 Jonathan A. Kelner , Aleksander Madry

We develop and implement methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect…

Portfolio Management · Quantitative Finance 2020-04-07 Stelios Arvanitis , Olivier Scaillet , Nikolas Topaloglou

The global structure of the minimal spanning tree (MST) is expected to be universal for a large class of underlying random discrete structures. However, very little is known about the intrinsic geometry of MSTs of most standard models, and…

Probability · Mathematics 2021-06-01 Louigi Addario-Berry , Sanchayan Sen

Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…

Methodology · Statistics 2021-09-13 Sören R. Künzel , Theo F. Saarinen , Edward W. Liu , Jasjeet S. Sekhon
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