A fundamental property of complex networks is the tendency for edges to cluster. The extent of the clustering is typically quantified by the clustering coefficient, which is the probability that a length-2 path is closed, i.e., induces a triangle in the network. However, higher-order cliques beyond triangles are crucia…
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48 results for “clustering coefficients”
Quantum cluster algebras for surfaces with coefficients defined using skein theory.
problem Defining quantum cluster algebras for surfaces with coefficients.
method Introducing a skein algebra and proving it has a quantum cluster structure.
result The skein algebra of a walled surface naturally generalizes quantum cluster algebras of marked surfaces.
A tensor-based unified approach for clustering coefficients in financial multiplex networksphysics.soc-ph
Unified approach for clustering financial multiplex networks.
problem Lack of methods to capture interconnections between assets over time.
method Tensor-based unified local and global clustering coefficients for multiplex networks.
result Unified clustering coefficients effectively describe dependencies between assets over time.
CAST improves spectral clustering for multi-scale data by integrating reachability similarity.
problem Applying spectral clustering to multi-scale data where clusters vary in size and density.
method CAST integrates reachability similarity with distance-based similarity to derive a coefficient matrix, then applies trace Lasso regularization.
result CAST provides excellent performance and robustness across various multi-scale data test cases.
We consider {\em Mixed Linear Regression (MLR)}, where training data have been generated from a mixture of distinct linear models (or clusters) and we seek to identify the corresponding coefficient vectors. We introduce a {\em Mixed Integer Programming (MIP)} formulation for MLR subject to regularization constraints on…
We generalise the expansion formulae of Musiker, Schiffler and Williams, obtained for cluster algebras from orientable surfaces, to a larger class of coefficients which we call principal laminations. In doing so, for any quasi-cluster algebra from a non-orientable surface, we are able to obtain expansion formulae for e…
Proves log-concavity of cluster algebra coefficients for type .
problem Log-concavity of cluster algebra coefficients.
method Introduced atomic theta basis and proved log-concavity for type .
result Proved log-concavity of coefficients for cluster algebra variables of type .
In many applications we want to find the number of clusters in a dataset. A common approach is to use the penalized k-means algorithm with an additive penalty term linear in the number of clusters. An open problem is estimating the value of the coefficient of the penalty term. Since estimating the value of the coeffici…
The study uses DCC for financial market analysis, revealing hidden correlations.
problem Identifying hidden nonlinear correlations in financial markets.
method Agglomerative hierarchical clustering with distance correlation coefficient.
result DCC reveals more information than Pearson correlation for financial data.
Generalizes underlap coefficient for multivariate group separation.
problem Quantifying distributional separation across groups in statistical learning.
method Generalizes underlap coefficient (UNL) to multivariate variables, establishes key properties, interprets as dependence measure, proposes efficient estimator.
result Highlights the UNL's utility in clustering for evaluating group structure dependence on covariates.
A new asset allocation model uses Markov states from clustered efficient frontier coefficients.
problem Characterizing market regimes using efficient frontiers for better asset allocation.
method Hierarchical clustering of monthly efficient frontier coefficients to define states, then a Markov process on these states for portfolio optimization.
result The model significantly outperforms benchmark portfolios empirically.
Generalizes underlap coefficient for multivariate group separation.
problem Quantifying distributional separation across groups in statistical learning.
method Generalizes underlap coefficient (UNL) to multivariate settings, studies its relationship with Bayes risk and mutual information, proposes an efficient importance sampling estimator.
result UNL as a measure of dependence between group labels and variables of interest, interpretable measure of partition-covariate dependence in clustering.
Multi-view clustering is an important and fundamental problem. Many multi-view subspace clustering methods have been proposed, and most of them assume that all views share a same coefficient matrix. However, the underlying information of multi-view data are not fully exploited under this assumption, since the coefficie…
Quantum cluster algebra constructed from web skein relations on surfaces.
problem Quantization of cluster structures on moduli spaces of SL3 local systems.
method Constructing a quantum cluster algebra inside the skew-field of a skein algebra of unpunctured surfaces.
result Laurent expressions of webs in clusters have positive coefficients.
We establish basic properties of cluster algebras associated with oriented bordered surfaces with marked points. In particular, we show that the underlying cluster complex of such a cluster algebra does not depend on the choice of coefficients, describe this complex explicitly in terms of "tagged triangulations" of the…
Proposes DISCO, the first CVI for density-based clustering with noise.
problem Evaluation of noise assignments in density-based clustering.
method Density-connectivity and Silhouette Coefficient adaptation for noise evaluation.
result DISCO is the first CVI to explicitly assess noise assignments.
A new model detects complex network communities using node attributes.
problem Lack of methods integrating node attributes for community detection in attributed networks.
method BCSBM model that integrates betweenness centrality and clustering coefficient of nodes.
result BCSBM model outperforms other methods in detecting various network structures.
We propose a method to compute complex volume of 2-bridge link complements. Our construction sheds light on a relationship between cluster variables with coefficients and canonical decompositions of link complements.
To cluster data that are not linearly separable in the original feature space, -means clustering was extended to the kernel version. However, the performance of kernel -means clustering largely depends on the choice of kernel function. To mitigate this problem, multiple kernel learning has been introduced into th…
We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion penalty, to shrink the difference in fitted values from responses in the same cluster, and an L1 penalty for simultaneous variable selection an…
The paper investigates how irrelevant features affect clustering performance.
problem The challenge of identifying relevant features in unsupervised clustering tasks.
method Investigation of clustering performance with added irrelevant features.
result Different types of irrelevant features impact clustering outcomes differently.
Paper proposes ABDR for convex subspace clustering with adaptive block diagonal representation.
problem Subspace clustering with block diagonal structure for noisy data.
method ABDR explicitly pursues block diagonality without sacrificing convexity, using a specially designed convex regularizer.
result Experimental results show ABDR outperforms state-of-the-arts.
In this article we propose a novel measure of systemic risk in the context of financial networks. To this aim, we provide a definition of systemic risk which is based on the structure, developed at different levels, of clustered neighbours around the nodes of the network. The proposed measure incorporates the generaliz…
We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the knowledge of the block structure is usually unavailable in practice. In this paper, we d…
SimpleMKKM improves multi-kernel clustering efficiency.
problem Efficient multi-kernel clustering.
method Re-formulated minimization-maximization problem into a smooth minimization, solved with gradient descent.
result Outperforms state-of-the-art multi-kernel clustering alternatives.
Study improves S&P 500 volatility forecasting through regime-switching methods.
problem Accurate prediction of S&P 500 volatility for risk management and investment.
method Regime-switching methods including soft Markov switching, spectral clustering, and coefficient-based clustering.
result Coefficient-based clustering algorithm outperformed other models during all time periods.
Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to multiple independent observations of event time data, observed on a common inter…
This paper studies posets associated with link diagrams and their algebraic properties.
problem Understanding the algebraic structure of posets derived from link diagrams.
method Associaed posets with link diagrams, proved distributivity, and described join irreducibles.
result Posets of Kauffman states are distributive lattices and isomorphic to coefficient quiver posets.
New method learns subspace affinity function for scalable and inductive clustering.
problem Scaling and inductiveness of self-expressiveness methods for high-dimensional data.
method Siamese neural network architecture for metric learning.
result Model scales to larger datasets and clusters out-of-sample data.
We present a new and very concrete connection between cluster algebras and knot theory. This connection is being made via continued fractions and snake graphs. It is known that the class of 2-bridge knots and links is parametrized by continued fractions, and it has recently been shown that one can associate to each con…
Subspace clustering aims to cluster unlabeled data that lies in a union of low-dimensional linear subspaces. Deep subspace clustering approaches based on auto-encoders have become very popular to solve subspace clustering problems. However, the training of current deep methods converges slowly, which is much less effic…
A new clustering evaluation index based on density estimation.
problem Improving internal clustering evaluation indices.
method The index is a mixture of Ambiguous and Similarity sub-indices, calculated using density estimation.
result The new index significantly outperforms other internal clustering evaluation indices.
In this paper, we explore the relationship between one of the most elementary and important properties of graphs, the presence and relative frequency of triangles, and a combinatorial notion of Ricci curvature. We employ a definition of generalized Ricci curvature proposed by Ollivier in a general framework of Markov p…
A novel non-supervised method detects anomalies in multivariate time series.
problem Detecting anomalies in multivariate time series data.
method Partitioning based on clustering of correlation coefficients.
result Significant improvement in anomaly detection performance.
A clustering method for multivariate populations with similar dependence structures.
problem Grouping populations with similar dependence structures.
method Orthogonal projection coefficients of density copulas estimated from populations.
result Clusters of populations with similar dependence structures.
State-of-the-art subspace clustering methods are based on expressing each data point as a linear combination of other data points while regularizing the matrix of coefficients with , or nuclear norms. regularization is guaranteed to give a subspace-preserving affinity (i.e., there are no conne…
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial ti…
Proposes a new method for clustering tasks in multi-task learning.
problem Improving performance of multiple related prediction tasks.
method Semisoft task clustering approach with a three-step algorithm.
result Validation of the proposed approach on synthetic and real-world datasets.
This paper concerns cluster algebras with principal coefficients A(S,M) associated to bordered surfaces (S,M), and is a companion to a concurrent work of the authors with Schiffler [MSW2]. Given any (generalized) arc or loop in the surface -- with or without self-intersections -- we associate an element of (the fractio…
Hierarchical clustering uses OWA operators to generalize linkage methods and avoid dendrogram inversions.
problem Avoiding unaesthetic inversions in hierarchical clustering dendrograms.
method OWA-based linkages combined with the Lance-Williams formula and conditions on weight generators.
result Conditions for weight generators to produce dendrograms without inversions.
Sector identification in a set of stock return time series traded at the London Stock Exchangecond-mat.dis-nn
We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of s…
In this work, the possibility of clustering correlated random variables was examined, both because of their mutual similarity and because of their similarity to the principal components. The k-means algorithm and spectral algorithms were used for clustering. For spectral methods, the similarity matrix was both the matr…
Kernel Treeletsstat.ML
A new method for hierarchical clustering is presented. It combines treelets, a particular multiscale decomposition of data, with a projection on a reproducing kernel Hilbert space. The proposed approach, called kernel treelets (KT), effectively substitutes the correlation coefficient matrix used in treelets with a symm…
This paper proposes a new clustering method based on Stochastic Dominance for asset allocation.
problem Traditional clustering methods fail to capture risk dominance relationships among assets.
method Integrates Stochastic Dominance theory with machine learning algorithms to construct a Stochastic Dominance Coefficient Matrix and modify clustering algorithms.
result The proposed method effectively facilitates customized asset allocation for investors.
Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clusteringstat.ML
We propose a methodology to explore and measure the pairwise correlations that exist between variables in a dataset. The methodology leverages copulas for encoding dependence between two variables, state-of-the-art optimal transport for providing a relevant geometry to the copulas, and clustering for summarizing the ma…
We consider the effects of the global financial crisis through a local Korean financial market around the 2008 crisis. We analyze 185 individual stock prices belonging to the KOSPI (Korea Composite Stock Price Index), cosidering three time periods: the time before, during, and after the crisis. The complex networks gen…
In 2006, Fock and Goncharov constructed a nice basis of the ring of regular functions on the moduli space of framed -local systems on a punctured surface . The moduli space is birational to a cluster -variety, whose positive real points recover the enhanced Teichmüller space of . Their b…
Proposes an MTL method with clustering to improve regression accuracy.
problem Improving regression accuracy by sharing information among related tasks.
method Centroid parameter for clustering tasks, separating regression and clustering parameters.
result Improves estimation and prediction accuracy for regression coefficient vectors.