• Corpus ID: 236635459

Inference for Dependent Data with Learned Clusters

@inproceedings{Cao2021InferenceFD,
  title={Inference for Dependent Data with Learned Clusters},
  author={Jianfei Cao and Christian Hansen and Damian Kozbur and Lucciano Villacorta},
  year={2021}
}
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized by a known, observed dissimilarity measure over spatial indices. Observations are partitioned into clusters with the use of an unsupervised clustering algorithm applied to the dissimilarity measure. Once the partition into clusters is learned, a cluster-based… 
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Inference with dependent data using cluster covariance estimators

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