Tagged Questions

0
votes
0answers
33 views

Clustering samples from non-stationary multivariate distributions

I have dataset consisting of samples from a n-multivariate probability distribution, i.e each sample is a n-dimensional vector. The data source is known to be non-stationary in nature. I have been ...
1
vote
0answers
84 views

Hypothesis testing to determine cluster outliers

I have a cluster of $p$-dimensional data from $n$ samples which is assumed to be normally distributed as a multivariate Gaussian with sample mean ${\bar{\mu}}$ and sample covariance matrix ...
3
votes
2answers
252 views

Ways to measure distance from multivariate Gaussian (Mahalanobis distance)

I have a cluster of p-dimensional points and given a new p-dimensional point $x$ I want to determine whether or not it is likely to belong to this cluster. The cluster is made up of $n$ ...
2
votes
1answer
272 views

What to do when sample covariance matrix is not invertible?

I am working on some clustering techniques, where for a given cluster of d-dimension vectors I assume a multivariate normal distribution and calculate the sample d-dimensional mean vector and the ...
1
vote
0answers
19 views

Curve based clustering of multivariate data (time series like data) [duplicate]

Possible Duplicate: Reducing no of variables subsetted based on depth for PCA I have a question, I am trying to apply a method to my research area, which has not been aplied yet, based on ...
0
votes
0answers
24 views

Analysis of Systematic differences in two multifactor pricing models

I am trying to compare two different pricing models for a product. The two models take the same inputs ( 10-12 different factors)and i know the definitions of both functions which calculate the price. ...
1
vote
0answers
54 views

How to sum cluster data?

I have a binary variable with probit model, i.e., $P(Y_{ij}=1|X_j)= \Phi(a_i+b_iX_j)$, where $X_j$ is $\mathcal N(0,1)$, and $a_i$ and $b_i$ are regression parameters. I am wondering what the ...
1
vote
2answers
121 views

How to cluster multidimensional (parametric) distributions?

It seems to me that it is possible to cluster unidimensional distribution in the space of their parameters, for example, we can try to find similar normal distributions in the space of $(\mu,\sigma)$ ...
0
votes
0answers
82 views

Can I use multi-response permutation procedure test on the entire likert scale score dataset?

I have a dataset from a 7-point likert scale scores of 30 questions asked to 145 individuals. I would like to know if I can use MRPP on the entire dataset to test for difference between different ...
3
votes
0answers
121 views

Clustering & Time Series

I have a multivariate dataset that changes over time. I have extracted (and normalised) some features and used k-means to generate clusters over the entire span of the dataset. Now I want to see ...
4
votes
2answers
253 views

Dimensionality reduction using self-organizing map

Self-organizing map is claimed to be an approach for dimensional reduction. However, I am kind of confusing about this claim. Consider the following example, I have a data set with 200 data points ...
2
votes
1answer
264 views

Looking for a hierarchical-clustering method for multiple data types

I would like to find a hierarchical-clustering method useful to assign a group membership into k groups for all individuals in my dataset. I have considered several classic ordination methods, PCA, ...
7
votes
2answers
361 views

When do we combine dimensionality reduction with clustering?

I am trying to perform document-level clustering. I constructed the term-document frequency matrix and I am trying to cluster these high dimensional vectors using k-means. Instead of directly ...
2
votes
1answer
110 views

What is heavy hitter analysis?

I have some data on the number of times each of my machines turned off (due to an error) in a particular time period. There are about 6 different classes of machines being used to construct a total ...
3
votes
1answer
1k views

Two-way clustering in R

I'm wondering how to implement two-way clustering, as explained in Statistica documentation in R. Any help in this regard will be highly appreciated. Thanks