相关论文: Vine copula mixture models and clustering for non-…

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…

The aim of this work is studying the use of copulas and vines in the optimization with Estimation of Distribution Algorithms (EDAs). Two EDAs are built around the multivariate product and normal copulas, and other two are based on…

In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which were not directly involved to cluster the data. An approach is proposed in the model-based clustering…

While there is considerable effort to identify signaling pathways using linear Gaussian Bayesian networks from data, there is less emphasis of understanding and quantifying conditional densities and probabilities of nodes given its parents…

Multivariate time series exhibit two types of dependence: across variables and across time points. Vine copulas are graphical models for the dependence and can conveniently capture both types of dependence in the same model. We derive the…

Electronic health records (EHR) store hundreds of demographic and laboratory variables from large patient populations. Traditional statistical methods have limited capacity in processing mixed-type data (continuous, ordinal) and capturing…

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of explicitly forecasting…

A recent paper proposed an extended trivariate generalized linear mixed model (TGLMM) for synthesis of diagnostic test accuracy studies in the presence of non-evaluable index test results. Inspired by the aforementioned model we propose an…

Missing values with mixed data types is a common problem in a large number of machine learning applications such as processing of surveys and in different medical applications. Recently, Gaussian copula models have been suggested as a means…

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…

Vine copulas are a useful statistical tool to describe the dependence structure between several random variables, especially when the number of variables is very large. When modeling data with vine copulas, one often is confronted with a…

We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the…

Copulas are now frequently used to construct or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the different variables while separately specifying marginal distributions.…

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

As data sets continue to grow in size and complexity, effective and efficient techniques are needed to target important features in the variable space. Many of the variable selection techniques that are commonly used alongside clustering…

Mixture models extend the toolbox of clustering methods available to the data analyst. They allow for an explicit definition of the cluster shapes and structure within a probabilistic framework and exploit estimation and inference…

In this paper we propose a flexible class of multivariate nonlinear non-Gaussian state space models, based on copulas. More precisely, we assume that the observation equation and the state equation are defined by copula families that are…

Biclustering algorithms play a central role in the biotechnological and biomedical domains. The knowledge extracted supports the extraction of putative regulatory modules, essential to understanding diseases, aiding therapy research, and…