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We consider the problem of Gaussian mixture clustering in the high-dimensional limit where the data consists of $m$ points in $n$ dimensions, $n,m \rightarrow \infty$ and $\alpha = m/n$ stays finite. Using exact but non-rigorous methods…

Machine Learning · Statistics 2017-03-24 Thibault Lesieur , Caterina De Bacco , Jess Banks , Florent Krzakala , Cris Moore , Lenka Zdeborová

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state…

Information Theory · Computer Science 2020-01-22 Thibault Lesieur , Florent Krzakala , Lenka Zdeborova

We consider the problem of clustering data points in high dimensions, i.e. when the number of data points may be much smaller than the number of dimensions. Specifically, we consider a Gaussian mixture model (GMM) with non-spherical…

Statistics Theory · Mathematics 2014-06-10 Martin Azizyan , Aarti Singh , Larry Wasserman

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

We study statistical and computational limits of clustering when the means of the centres are sparse and their dimension is possibly much larger than the sample size. Our theoretical analysis focuses on the model $X_i = z_i \theta +…

Statistics Theory · Mathematics 2021-03-23 Matthias Löffler , Alexander S. Wein , Afonso S. Bandeira

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

Information Theory · Computer Science 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Machine Learning · Computer Science 2023-03-27 Zahra Moslehi , Abdolreza Mirzaei , Mehran Safayani

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

While several papers have investigated computationally and statistically efficient methods for learning Gaussian mixtures, precise minimax bounds for their statistical performance as well as fundamental limits in high-dimensional settings…

Machine Learning · Statistics 2013-06-11 Martin Azizyan , Aarti Singh , Larry Wasserman

Estimating the number of clusters (K) is a critical and often difficult task in cluster analysis. Many methods have been proposed to estimate K, including some top performers using resampling approach. When performing cluster analysis in…

Methodology · Statistics 2019-09-05 Yujia Li , Xiangrui Zeng , Chien-Wei Lin , George Tseng

We investigate the existence of a fundamental computation-information gap for the problem of clustering a mixture of isotropic Gaussian in the high-dimensional regime, where the ambient dimension $p$ is larger than the number $n$ of points.…

Statistics Theory · Mathematics 2024-02-29 Bertrand Even , Christophe Giraud , Nicolas Verzelen

In many high-dimensional problems, like sparse-PCA, planted clique, or clustering, the best known algorithms with polynomial time complexity fail to reach the statistical performance provably achievable by algorithms free of computational…

Statistics Theory · Mathematics 2025-06-17 Bertrand Even , Christophe Giraud , Nicolas Verzelen

The learning of mixture models can be viewed as a clustering problem. Indeed, given data samples independently generated from a mixture of distributions, we often would like to find the {\it correct target clustering} of the samples…

Machine Learning · Statistics 2022-08-26 Zhaoqiang Liu , Vincent Y. F. Tan

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

We consider the problem of recovering two-dimensional (2-D) block-sparse signals with \emph{unknown} cluster patterns. Two-dimensional block-sparse patterns arise naturally in many practical applications such as foreground detection and…

Information Theory · Computer Science 2016-05-25 Jun Fang , Lizao Zhang , Hongbin Li

Discovering and clustering subspaces in high-dimensional data is a fundamental problem of machine learning with a wide range of applications in data mining, computer vision, and pattern recognition. Earlier methods divided the problem into…

Machine Learning · Statistics 2018-08-30 Maryam Jaberi , Marianna Pensky , Hassan Foroosh

Subspace clustering refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Current subspace clustering approaches are usually based on a two-stage framework. In the first stage, an affinity…

Machine Learning · Computer Science 2019-10-22 Shuai Yang , Wenqi Zhu , Yuesheng Zhu

In many real-world problems, we are dealing with collections of high-dimensional data, such as images, videos, text and web documents, DNA microarray data, and more. Often, high-dimensional data lie close to low-dimensional structures…

Computer Vision and Pattern Recognition · Computer Science 2013-02-06 Ehsan Elhamifar , Rene Vidal

We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…

Information Theory · Computer Science 2024-10-29 Pablo Pascual Cobo , Kuan Hsieh , Ramji Venkataramanan
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