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Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…

Probability · Mathematics 2022-03-11 Sami Davies , Arya Mazumdar , Soumyabrata Pal , Cyrus Rashtchian

We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an…

Machine Learning · Statistics 2017-01-25 Mohammadreza Soltani , Chinmay Hegde

We study the problem of learning mixtures of $k$ Gaussians in $d$ dimensions. We make no separation assumptions on the underlying mixture components: we only require that the covariance matrices have bounded condition number and that the…

Data Structures and Algorithms · Computer Science 2024-11-20 Sitan Chen , Vasilis Kontonis , Kulin Shah

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

Determining the number G of components in a finite mixture distribution is an important and difficult inference issue. This is a most important question, because statistical inference about the resulting model is highly sensitive to the…

Methodology · Statistics 2018-12-27 Gilles Celeux , Sylvia Fruewirth-Schnatter , Christian P. Robert

We investigate ways of identifying two kinds of dark matter (DM) component particles at high-energy colliders. The strategy is to notice and distinguish double-peaks(humps) in the missing energy/transverse energy distribution. The relative…

High Energy Physics - Phenomenology · Physics 2023-12-22 Jayita Lahiri , Subhaditya Bhattacharya , Purusottam Ghosh , Biswarup Mukhopadhyaya

We derive a large deviations principle for the two-dimensional two-component plasma in a box. As a consequence, we obtain a variational representation for the free energy, and also show that the macroscopic empirical measure of either…

Mathematical Physics · Physics 2016-09-21 Thomas Leblé , Sylvia Serfaty , Ofer Zeitouni , Wei Wu

We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…

Methodology · Statistics 2014-11-10 Andrea Mercatanti , Fan Li , Fabrizia Mealli

We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…

Statistics Theory · Mathematics 2020-06-02 Tudor Manole , Nhat Ho

Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In particular, a finite variance ensures square root convergence…

Methodology · Statistics 2013-07-31 Michael K. Pitt , Minh-Ngoc Tran , Marcel Scharth , Robert Kohn

As we collect additional samples from a data population for which a known density function estimate may have been previously obtained by a black box method, the increased complexity of the data set may result in the true density being…

Machine Learning · Statistics 2022-10-28 Dat Do , Nhat Ho , XuanLong Nguyen

Nonparametric density estimators are studied for $d$-dimensional, strongly spatial mixing data which is defined on a general $N$-dimensional lattice structure. We consider linear and nonlinear hard thresholded wavelet estimators which are…

Statistics Theory · Mathematics 2017-12-27 Johannes T. N. Krebs

This paper establishes the theoretical foundations for the asymptotic separability of Gaussian Mixture Models (GMMs) in high dimensions by extending the classical Feldman-H\'ajek theorem. We first prove that a countable mixture of Gaussian…

Statistics Theory · Mathematics 2026-01-13 Umberto Michelucci

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

In this work we solve the problem of robustly learning a high-dimensional Gaussian mixture model with $k$ components from $\epsilon$-corrupted samples up to accuracy $\widetilde{O}(\epsilon)$ in total variation distance for any constant $k$…

Machine Learning · Computer Science 2021-11-16 Allen Liu , Ankur Moitra

Fitting mixture distributions is needed in applications where data belongs to inhomogeneous populations comprising homogeneous sub-populations. The mixing proportions of the sub populations are in general unknown and need to be estimated as…

Methodology · Statistics 2019-12-10 Richard A. Lockhart , Chandanie W. Navaratna

The Gaussian mixture distribution is important in various statistical problems. In particular it is used in the Gaussian-sum filter and smoother for linear state-space model with non-Gaussian noise inputs. However, for this method to be…

Methodology · Statistics 2020-01-06 Genshiro Kitagawa

Mistakes/uncertainties in object detection could lead to catastrophes when deploying robots in the real world. In this paper, we measure the uncertainties of object localization to minimize this kind of risk. Uncertainties emerge upon…

Computer Vision and Pattern Recognition · Computer Science 2020-07-03 Yihui He , Jianren Wang

We consider the demixing problem of two (or more) structured high-dimensional vectors from a limited number of nonlinear observations where this nonlinearity is due to either a periodic or an aperiodic function. We study certain families of…

Machine Learning · Statistics 2017-08-11 Mohammadreza Soltani , Chinmay Hegde