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In this paper, we study the problem of learning a mixture of Gaussians with streaming data: given a stream of $N$ points in $d$ dimensions generated by an unknown mixture of $k$ spherical Gaussians, the goal is to estimate the model…

Machine Learning · Computer Science 2017-07-11 Aditi Raghunathan , Ravishankar Krishnaswamy , Prateek Jain

Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…

Statistics Theory · Mathematics 2016-08-30 Ji Xu , Daniel Hsu , Arian Maleki

We study the gradient Expectation-Maximization (EM) algorithm for Gaussian Mixture Models (GMM) in the over-parameterized setting, where a general GMM with $n>1$ components learns from data that are generated by a single ground truth…

Machine Learning · Computer Science 2025-06-03 Weihang Xu , Maryam Fazel , Simon S. Du

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

Machine Learning · Computer Science 2019-11-27 Jeongyeol Kwon , Constantine Caramanis

This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…

Statistics Theory · Mathematics 2021-03-30 Nir Weinberger , Guy Bresler

Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…

Machine Learning · Computer Science 2018-10-29 Ji Xu , Daniel Hsu , Arian Maleki

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

Computation · Statistics 2013-06-26 Ryan P. Browne , Sanjeena Subedi , Paul McNicholas

We introduce general tools for designing efficient private estimation algorithms, in the high-dimensional settings, whose statistical guarantees almost match those of the best known non-private algorithms. To illustrate our techniques, we…

Data Structures and Algorithms · Computer Science 2023-11-17 Hongjie Chen , Vincent Cohen-Addad , Tommaso d'Orsi , Alessandro Epasto , Jacob Imola , David Steurer , Stefan Tiegel

We consider the problem of clustering mixtures of mean-separated Gaussians in high dimensions. We are given samples from a mixture of $k$ identity covariance Gaussians, so that the minimum pairwise distance between any two pairs of means is…

Data Structures and Algorithms · Computer Science 2021-12-02 Jerry Li , Allen Liu

We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…

Data Structures and Algorithms · Computer Science 2017-11-21 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…

Machine Learning · Statistics 2022-05-24 Tongzheng Ren , Fuheng Cui , Sujay Sanghavi , Nhat Ho

The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…

Machine Learning · Statistics 2019-05-30 Jeongyeol Kwon , Wei Qian , Constantine Caramanis , Yudong Chen , Damek Davis

The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…

Machine Learning · Computer Science 2020-12-04 Gersende Fort , Eric Moulines , Hoi-To Wai

Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex…

Machine Learning · Computer Science 2018-09-25 Babak Barazandeh , Meisam Razaviyayn

In this work, we give a ${\rm poly}(d,k)$ time and sample algorithm for efficiently learning the parameters of a mixture of $k$ spherical distributions in $d$ dimensions. Unlike all previous methods, our techniques apply to heavy-tailed…

Data Structures and Algorithms · Computer Science 2026-05-22 Alkis Kalavasis , Pravesh K. Kothari , Shuchen Li , Manolis Zampetakis

The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a…

Machine Learning · Computer Science 2025-09-30 Samuel Boïté , Eloi Tanguy , Julie Delon , Agnès Desolneux , Rémi Flamary

We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…

Data Structures and Algorithms · Computer Science 2017-11-21 Samuel B. Hopkins , Jerry Li

We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…

Machine Learning · Statistics 2024-11-11 Shuyuan Wu , Bin Du , Xuetong Li , Hansheng Wang

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang