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In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

Methodology · Statistics 2018-02-28 Xiao Pu , Ery Arias-Castro

This paper studies the sample complexity of learning the $k$ unknown centers of a balanced Gaussian mixture model (GMM) in $\mathbb{R}^d$ with spherical covariance matrix $\sigma^2\mathbf{I}$. In particular, we are interested in the…

Information Theory · Computer Science 2022-06-15 Elad Romanov , Tamir Bendory , Or Ordentlich

We study the complexity of learning mixtures of separated Gaussians with common unknown bounded covariance matrix. Specifically, we focus on learning Gaussian mixture models (GMMs) on $\mathbb{R}^d$ of the form $P= \sum_{i=1}^k w_i…

Machine Learning · Computer Science 2023-06-23 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas , Nikos Zarifis

We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…

Machine Learning · Computer Science 2017-05-18 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…

Statistics Theory · Mathematics 2024-09-26 Matteo Barigozzi , Matteo Luciani

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

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

Quantum Physics · Physics 2021-08-16 Neel Kanth Kundu , Matthew R. McKay , Ranjan K. Mallik

We propose and analyze a new vantage point for the learning of mixtures of Gaussians: namely, the PAC-style model of learning probability distributions introduced by Kearns et al. Here the task is to construct a hypothesis mixture of…

Machine Learning · Computer Science 2007-05-23 Jon Feldman , Ryan O'Donnell , Rocco A. Servedio

Image restoration has experienced significant advancements due to the development of deep learning. Nevertheless, it encounters challenges related to ill-posed problems, resulting in deviations between single model predictions and…

Computer Vision and Pattern Recognition · Computer Science 2024-10-31 Shangquan Sun , Wenqi Ren , Zikun Liu , Hyunhee Park , Rui Wang , Xiaochun Cao

Gaussian mixture distributions are commonly employed to represent general probability distributions. Despite the importance of using Gaussian mixtures for uncertainty estimation, the entropy of a Gaussian mixture cannot be calculated…

Machine Learning · Statistics 2025-01-23 Takashi Furuya , Hiroyuki Kusumoto , Koichi Taniguchi , Naoya Kanno , Kazuma Suetake

We apply optimum experimental design (OED) to organic semiconductors modeled by the extended Gaussian disorder model (EGDM) which was developed by Pasveer et al. We present an extended Gummel method to decouple the corresponding system of…

Mathematical Physics · Physics 2015-06-12 Christoph Karl Felix Weiler , Stefan Körkel

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

Machine Learning · Statistics 2022-08-25 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

The stochastic blockmodel (SBM) models the connectivity within and between disjoint subsets of nodes in networks. Prior work demonstrated that the rows of an SBM's adjacency spectral embedding (ASE) and Laplacian spectral embedding (LSE)…

Methodology · Statistics 2022-05-04 Zachary M. Pisano , Joshua S. Agterberg , Carey E. Priebe , Daniel Q. Naiman

Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…

Computer Vision and Pattern Recognition · Computer Science 2017-01-31 Israel D. Gebru , Xavier Alameda-Pineda , Florence Forbes , Radu Horaud

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

Clustering and estimating cluster means are core problems in statistics and machine learning, with k-means and Expectation Maximization (EM) being two widely used algorithms. In this work, we provide a theoretical explanation for the…

Machine Learning · Statistics 2025-06-19 David Silva-Sánchez , Roy R. Lederman

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

Gaussian mixture models are widely used to model data generated from multiple latent sources. Despite its popularity, most theoretical research assumes that the labels are either independent and identically distributed, or follows a Markov…

Statistics Theory · Mathematics 2025-10-09 Seunghyun Lee , Rajarshi Mukherjee , Sumit Mukherjee

We study the problem of learning nonparametric distributions in a finite mixture, and establish tight bounds on the sample complexity for learning the component distributions in such models. Namely, we are given i.i.d. samples from a pdf…

Machine Learning · Computer Science 2023-07-06 Bryon Aragam , Wai Ming Tai

We resolve one of the major outstanding problems in robust statistics. In particular, if $X$ is an evenly weighted mixture of two arbitrary $d$-dimensional Gaussians, we devise a polynomial time algorithm that given access to samples from…

Data Structures and Algorithms · Computer Science 2020-07-14 Daniel M. Kane