Related papers: Estimating Gaussian mixtures using sparse polynomi…
We resolve most cases of identifiability from sixth-order moments for Gaussian mixtures on spaces of large dimensions. Our results imply that the parameters of a generic mixture of $ m\leq\mathcal{O}(n^4) $ Gaussians on $ \mathbb R^n $ can…
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…
The question of polynomial learnability of probability distributions, particularly Gaussian mixture distributions, has recently received significant attention in theoretical computer science and machine learning. However, despite major…
We consider the problem of identifying, from its first $m$ noisy moments, a probability distribution on $[0,1]$ of support $k<\infty$. This is equivalent to the problem of learning a distribution on $m$ observable binary random variables…
This work represents a natural coalescence of two important lines of work: learning mixtures of Gaussians and algorithmic robust statistics. In particular we give the first provably robust algorithm for learning mixtures of any constant…
We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…
We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…
This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…
We present a method based on unsupervised machine learning to identify regions of interest using particle velocity distributions as a signature pattern. An automatic density estimation technique is applied to particle distributions provided…
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…
In this paper we address the identifiability and efficient learning problems of finite mixtures of Plackett-Luce models for rank data. We prove that for any $k\geq 2$, the mixture of $k$ Plackett-Luce models for no more than $2k-1$…
The points of a moment variety are the vectors of all moments up to some order of a family of probability distributions. We study this variety for mixtures of Gaussians. Following up on Pearson's classical work from 1894, we apply current…
This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…
This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…
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.)…
We present two different approaches for parameter learning in several mixture models in one dimension. Our first approach uses complex-analytic methods and applies to Gaussian mixtures with shared variance, binomial mixtures with shared…
We consider mixtures of $k\geq 2$ Gaussian components with unknown means and unknown covariance (identical for all components) that are well-separated, i.e., distinct components have statistical overlap at most $k^{-C}$ for a large enough…
We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…
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…
We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments…