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We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with $M \geq 3$ components. Our first main result shows that the population likelihood function has bad local maxima even…

Machine Learning · Statistics 2016-09-06 Chi Jin , Yuchen Zhang , Sivaraman Balakrishnan , Martin J. Wainwright , Michael Jordan

Learning a Gaussian mixture model (GMM) is a fundamental problem in machine learning, learning theory, and statistics. One notion of learning a GMM is proper learning: here, the goal is to find a mixture of $k$ Gaussians $\mathcal{M}$ that…

Data Structures and Algorithms · Computer Science 2015-06-04 Jerry Li , Ludwig Schmidt

Estimating the number of components is a fundamental challenge in unsupervised learning, particularly when dealing with high-dimensional data with many components or severely imbalanced component sizes. This paper addresses this challenge…

Machine Learning · Statistics 2026-04-22 Huan Qing

We consider model-based clustering methods for continuous, correlated data that account for external information available in the presence of mixed-type fixed covariates by proposing the MoEClust suite of models. These models allow…

Methodology · Statistics 2021-07-15 Keefe Murphy , Thomas Brendan Murphy

We present a new framework for analysing the Expectation Maximization (EM) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean-Wasserstein spaces, we extend techniques from alternating minimization in…

Machine Learning · Statistics 2025-11-21 Rocco Caprio , Adam M Johansen

Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of…

Machine Learning · Statistics 2019-09-13 Faïcel Chamroukhi , Florian Lecocq , Hien D. Nguyen

In this paper, we outline the use of Mixture Models in density estimation of large astronomical databases. This method of density estimation has been known in Statistics for some time but has not been implemented because of the large…

Astrophysics · Physics 2007-05-23 A. J. Connolly , C. Genovese , A. W. Moore , R. C. Nichol , J. Schneider , L. Wasserman

Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…

Machine Learning · Computer Science 2010-04-27 Ankur Moitra , Gregory Valiant

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

This paper represents a preliminary (pre-reviewing) version of a sublinear variational algorithm for isotropic Gaussian mixture models (GMMs). Further developments of the algorithm for GMMs with diagonal covariance matrices (instead of…

Machine Learning · Statistics 2022-06-22 Florian Hirschberger , Dennis Forster , Jörg Lücke

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Statistics Theory · Mathematics 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

Machine Learning · Computer Science 2026-01-01 Alan Oursland

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

Optimization and Control · Mathematics 2018-10-05 Orlando Romero , Sarthak Chatterjee , Sérgio Pequito

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…

Machine Learning · Statistics 2019-02-07 Zehang Richard Li , Tyler H. McCormick

We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…

Methodology · Statistics 2012-09-06 S. X. Lee , G. J. McLachlan

Initialisation of the EM algorithm in model-based clustering is often crucial. Various starting points in the parameter space often lead to different local maxima of the likelihood function and, so to different clustering partitions. Among…

Methodology · Statistics 2015-07-28 Luca Scrucca , Adrian E. Raftery

Grouping observations into homogeneous groups is a recurrent task in statistical data analysis. We consider Gaussian Mixture Models, which are the most famous parametric model-based clustering method. We propose a new robust approach for…

Methodology · Statistics 2022-11-16 Antoine Godichon-Baggioni , Stéphane Robin

We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our…

Machine Learning · Statistics 2018-01-16 Botao Hao , Will Wei Sun , Yufeng Liu , Guang Cheng

Attributed graph clustering or community detection which learns to cluster the nodes of a graph is a challenging task in graph analysis. In this paper, we introduce a contrastive learning framework for learning clustering-friendly node…

Machine Learning · Computer Science 2022-05-12 Maedeh Ahmadi , Mehran Safayani , Abdolreza Mirzaei

In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…

Methodology · Statistics 2017-10-09 Yuhong Wei , Paul D. McNicholas