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Understanding the complex structure of multivariate extremes is a major challenge in various fields from portfolio monitoring and environmental risk management to insurance. In the framework of multivariate Extreme Value Theory, a common…

机器学习 · 统计学 2021-02-09 Hamid Jalalzai , Rémi Leluc

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

统计方法学 · 统计学 2020-05-06 Carolina Valani Cavalcante , Kelly Cristina Mota Gonçalves

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

统计计算 · 统计学 2016-06-17 Arthur White , Jason Wyse , Thomas Brendan Murphy

Clustering methods with dimension reduction have been receiving considerable wide interest in statistics lately and a lot of methods to simultaneously perform clustering and dimension reduction have been proposed. This work presents a novel…

统计方法学 · 统计学 2014-06-17 Michio Yamamoto , Kenichi Hayashi

Clustering explores meaningful patterns in the non-labeled data sets. Cluster Ensemble Selection (CES) is a new approach, which can combine individual clustering results for increasing the performance of the final results. Although CES can…

机器学习 · 计算机科学 2016-04-26 Muhammad Yousefnezhad , Daoqiang Zhang

Genome-wide association studies (GWASs) aim to detect genetic risk factors for complex human diseases by identifying disease-associated single-nucleotide polymorphisms (SNPs). The traditional SNP-wise approach along with multiple testing…

统计方法学 · 统计学 2019-09-25 Yan Xu , Li Xing , Jessica Su , Xuekui Zhang , Weiliang Qiu

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

统计计算 · 统计学 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

The Millennium Villages Project (MVP) is a ten-year integrated rural development project implemented in ten sub-Saharan African sites. At its conclusion we will conduct an evaluation of its causal effect on a variety of development…

Latent Class Models (LCMs) are used to cluster multivariate categorical data, commonly used to interpret survey responses. We propose a novel Bayesian model called the Equivalence Set Restricted Latent Class Model (ESRLCM). This model…

机器学习 · 统计学 2024-06-07 Jesse Bowers , Steve Culpepper

With the advent of ubiquitous monitoring and measurement protocols, studies have started to focus more and more on complex, multivariate and heterogeneous datasets. In such studies, multivariate response variables are drawn from a…

统计方法学 · 统计学 2023-03-03 Saverio Ranciati , Veronica Vinciotti , Ernst C. Wit , Giuliano Galimberti

This study proposes a novel approach based on the Ising model for analyzing socio-economic emerging patterns between municipalities by investigating the observed configuration of a network of selected territorial units which are classified…

统计方法学 · 统计学 2025-10-07 Pierpaolo Massoli

The wide adoption of smart meters makes residential load data available and thus improves the understanding of the energy consumption behavior. Many existing studies have focused on smart-meter data analysis, but the drivers of energy…

机器学习 · 计算机科学 2021-06-11 Zhuo Wei , Hao Wang

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

统计方法学 · 统计学 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

We implement a systematic asset allocation model using the Historical Simulation with Flexible Probabilities (HS-FP) framework developed by Meucci. The HS-FP framework is a flexible non-parametric estimation approach that considers future…

投资组合管理 · 定量金融 2019-10-15 Ann Sebastian , Tim Gebbie

Traditionally, the Dirichlet-multinomial distribution has been recognized as a key model for contingency tables generated by cluster sampling schemes. There are, however, other possible distributions appropriate for these contingency…

统计方法学 · 统计学 2016-09-26 Juana M. Alonso-Revenga , Nirian Martin , Leandro Pardo

We consider the semi-supervised clustering problem where crowdsourcing provides noisy information about the pairwise comparisons on a small subset of data, i.e., whether a sample pair is in the same cluster. We propose a new approach that…

机器学习 · 统计学 2018-10-30 Yucen Luo , Tian Tian , Jiaxin Shi , Jun Zhu , Bo Zhang

Clustering is commonly performed as an initial analysis step for uncovering structure in 'omics datasets, e.g. to discover molecular subtypes of disease. The high-throughput, high-dimensional nature of these datasets means that they provide…

统计方法学 · 统计学 2023-03-02 Paul D. W. Kirk , Filippo Pagani , Sylvia Richardson

For several years, model-based clustering methods have successfully tackled many of the challenges presented by data-analysts. However, as the scope of data analysis has evolved, some problems may be beyond the standard mixture model…

统计计算 · 统计学 2018-08-31 Arthur White , Thomas Brendan Murphy

We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…

统计方法学 · 统计学 2016-10-31 Jingchen Hu , Jerome P. Reiter , Quanli Wang

Load shapes derived from smart meter data are frequently employed to analyze daily energy consumption patterns, particularly in the context of applications like Demand Response (DR). Nevertheless, one of the most important challenges to…