Matrix normal cluster-weighted models

SD Tomarchio, PD McNicholas, A Punzo - Journal of Classification, 2021 - Springer
Finite mixtures of regressions with fixed covariates are a commonly used model-based
clustering methodology to deal with regression data. However, they assume assignment …

A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance

Ž Lukić, B Milošević - Annals of the Institute of Statistical Mathematics, 2024 - Springer
This paper introduces a novel two-sample test for a broad class of orthogonally invariant
positive definite symmetric matrix distributions. Our test is the first of its kind, and we derive …

Model-based clustering via new parsimonious mixtures of heavy-tailed distributions

SD Tomarchio, L Bagnato, A Punzo - AStA Advances in Statistical …, 2022 - Springer
Two families of parsimonious mixture models are introduced for model-based clustering.
They are based on two multivariate distributions-the shifted exponential normal and the tail …

Time series clustering based on relationship network and community detection

H Li, T Du, X Wan - Expert Systems with Applications, 2023 - Elsevier
Clustering is a fundamental part in data mining. Recent years have gone up in research on
related fields owing to the widespread existence of time series in various fields. To describe …

Clustering longitudinal ordinal data via finite mixture of matrix-variate distributions

F Amato, J Jacques, I Prim-Allaz - Statistics and Computing, 2024 - Springer
In social sciences, studies are often based on questionnaires asking participants to express
ordered responses several times over a study period. We present a model-based clustering …

Three-way data clustering based on the mean-mixture of matrix-variate normal distributions

M Naderi, M Tamandi, E Mirfarah, WL Wang… - Computational Statistics & …, 2024 - Elsevier
With the steady growth of computer technologies, the application of statistical techniques to
analyze extensive datasets has garnered substantial attention. The analysis of three-way …

Matrix-variate normal mean-variance Birnbaum–Saunders distributions and related mixture models

SD Tomarchio - Computational Statistics, 2024 - Springer
Matrix-variate data analysis has increasingly attracted interest in the statistical literature over
the recent years, especially in the model-based clustering framework. Here, we firstly …

Model-based clustering via skewed matrix-variate cluster-weighted models

MPB Gallaugher, SD Tomarchio… - Journal of Statistical …, 2022 - Taylor & Francis
Cluster-weighted models (CWMs) extend finite mixtures of regressions (FMRs) in order to
allow the distribution of covariates to contribute to the clustering process. In this article, we …

Parsimonious hidden Markov models for matrix-variate longitudinal data

SD Tomarchio, A Punzo, A Maruotti - Statistics and Computing, 2022 - Springer
Abstract Hidden Markov models (HMMs) have been extensively used in the univariate and
multivariate literature. However, there has been an increased interest in the analysis of …

Modelling students' career indicators via mixtures of parsimonious matrix‐normal distributions

SD Tomarchio, S Ingrassia… - Australian & New …, 2022 - Wiley Online Library
The evaluation of the teaching efficiency, under different points of view, is an important
aspect for the university system because it helps managers to improve more and more the …