Related papers: Robust Model Selection and Nearly-Proper Learning …
Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…
Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…
In this paper we present a method for learning the parameters of a mixture of $k$ identical spherical Gaussians in $n$-dimensional space with an arbitrarily small separation between the components. Our algorithm is polynomial in all…
Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient…
Learning a robust classifier from a few samples remains a key challenge in machine learning. A major thrust of research has been focused on developing $k$-nearest neighbor ($k$-NN) based algorithms combined with metric learning that…
In this note, we consider the problem of robust learning mixtures of linear regressions. We connect mixtures of linear regressions and mixtures of Gaussians with a simple thresholding, so that a quasi-polynomial time algorithm can be…
We investigate the problem of learning Bayesian networks in a robust model where an $\epsilon$-fraction of the samples are adversarially corrupted. In this work, we study the fully observable discrete case where the structure of the network…
The Gaussian mixture model (GMM) provides a simple yet principled framework for clustering, with properties suitable for statistical inference. In this paper, we propose a new model-based clustering algorithm, called EGMM (evidential GMM),…
We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…
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…
Diffusion models are distinguished by their exceptional generative performance, particularly in producing high-quality samples through iterative denoising. While current theory suggests that the number of denoising steps required for…
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 systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…
For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…
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…
We study the problem of list-decodable Gaussian covariance estimation. Given a multiset $T$ of $n$ points in $\mathbb R^d$ such that an unknown $\alpha<1/2$ fraction of points in $T$ are i.i.d. samples from an unknown Gaussian…
The Gaussian mixture model is widely used in unsupervised learning, owing to its simplicity and interpretability. However, a fundamental limitation of the classical Gaussian mixture model is that it forces each observation to belong to…
We prove that $\tilde{\Theta}(k d^2 / \varepsilon^2)$ samples are necessary and sufficient for learning a mixture of $k$ Gaussians in $\mathbb{R}^d$, up to error $\varepsilon$ in total variation distance. This improves both the known upper…
We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…