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This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…

Methodology · Statistics 2013-01-17 Tao Huang , Heng Peng , Kun Zhang

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 problem of privately estimating the parameters of $d$-dimensional Gaussian Mixture Models (GMMs) with $k$ components. For this, we develop a technique to reduce the problem to its non-private counterpart. This allows us to…

Machine Learning · Statistics 2023-06-09 Jamil Arbas , Hassan Ashtiani , Christopher Liaw

This paper deals with the estimation of one-dimensional Gaussian mixture. Given a set of observations of a K-component Gaussian mixture, we focus on the estimation of the component expectations. The number of components is supposed to be…

Mathematical Physics · Physics 2007-10-10 N. Paul , M. Terre , L. Fety

Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…

Optimization and Control · Mathematics 2025-09-19 YoungChul Yoon , Grani A. Hanasusanto , Yijie Wang

The recent emergence of deep learning has led to a great deal of work on designing supervised deep semantic segmentation algorithms. As in many tasks sufficient pixel-level labels are very difficult to obtain, we propose a method which…

Computer Vision and Pattern Recognition · Computer Science 2024-04-19 Matthias Schwab , Agnes Mayr , Markus Haltmeier

We present an approach for efficiently training Gaussian Mixture Model (GMM) by Stochastic Gradient Descent (SGD) with non-stationary, high-dimensional streaming data. Our training scheme does not require data-driven parameter…

Machine Learning · Computer Science 2021-07-05 Alexander Gepperth , Benedikt Pfülb

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

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 the complexity of learning $k$-mixtures of Gaussians ($k$-GMMs) on $\mathbb{R}^d$. This task is known to have complexity $d^{\Omega(k)}$ in full generality. To circumvent this exponential lower bound on the number of components,…

Machine Learning · Computer Science 2025-04-22 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Jasper C. H. Lee , Thanasis Pittas

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

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…

Machine Learning · Computer Science 2014-02-20 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…

Machine Learning · Computer Science 2010-04-27 Ankur Moitra , Gregory Valiant

Although extensive research exists in spatial modeling, few studies have addressed finite mixture model-based clustering methods for spatial data. Finite mixture models, especially Gaussian mixture models, particularly suffer from high…

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

This work focuses on the mixed membership models for multivariate categorical data widely used for analyzing survey responses and population genetics data. These grade of membership (GoM) models offer rich modeling power but present…

Methodology · Statistics 2024-12-30 Ling Chen , Chengzhu Huang , Yuqi Gu

Since Pearson [Philosophical Transactions of the Royal Society of London. A, 185 (1894), pp. 71-110] first applied the method of moments (MM) for modeling data as a mixture of one-dimensional Gaussians, moment-based estimation methods have…

Machine Learning · Computer Science 2025-07-29 Liu Zhang , Oscar Mickelin , Sheng Xu , Amit Singer

Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges…

Machine Learning · Computer Science 2023-11-14 Mohammad Pasande , Reshad Hosseini , Babak Nadjar Araabi

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade