State-space dynamics distance for clustering sequential data
Pattern Recognition
Coupled behavior analysis for capturing coupling relationships in group-based market manipulations
Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining
Computer Vision and Image Understanding
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We review the existing alternatives for defining model-based distances for clustering sequences and propose a new one based on the Kullback-Leibler divergence. This distance is shown to be especially useful in combination with spectral clustering. For improved performance in real-world scenarios, a model selection scheme is also proposed.