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In this paper, we study convergence properties of the gradient Expectation-Maximization algorithm \cite{lange1995gradient} for Gaussian Mixture Models for general number of clusters and mixing coefficients. We derive the convergence rate…

Statistics Theory · Mathematics 2017-12-05 Bowei Yan , Mingzhang Yin , Purnamrita Sarkar

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

We propose a novel estimator for the number of components (denoted by $M$) in a K-variate non-parametric finite mixture model, where the analyst has repeated observations of $K\geq2$ variables that are independent given a finitely supported…

Methodology · Statistics 2020-07-07 Caleb Kwon , Eric Mbakop

The classical Gaussian mixture model assumes homogeneity within clusters, an assumption that often fails in real-world data where observations naturally exhibit varying scales or intensities. To address this, we introduce the…

Machine Learning · Statistics 2026-04-08 Huan Qing

Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially…

Statistics Theory · Mathematics 2014-12-31 Sourav Chatterjee

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…

Machine Learning · Computer Science 2013-07-29 Shiliang Sun

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

Mixtures of experts have become an indispensable tool for flexible modelling in a supervised learning context, allowing not only the mean function but the entire density of the output to change with the inputs. Sparse Gaussian processes…

Machine Learning · Computer Science 2024-01-23 Clement Etienam , Kody Law , Sara Wade , Vitaly Zankin

We study linear chance-constrained problems where the coefficients follow a Gaussian mixture distribution. We provide mixed-binary quadratic programs that give inner and outer approximations of the chance constraint based on piecewise…

Optimization and Control · Mathematics 2025-11-24 Shibshankar Dey , Sanjay Mehrotra , Anirudh Subramanyam

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

Gaussian Mixture models (GMMs) are a powerful tool for clustering, classification and density estimation when clustering structures are embedded in the data. The presence of missing values can largely impact the GMMs estimation process,…

Machine Learning · Statistics 2020-06-05 Alessio Serafini , Thomas Brendan Murphy , Luca Scrucca

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

We present a new adaptive method for electronic structure calculations based on novel fast algorithms for reduction of multivariate mixtures. In our calculations, spatial orbitals are maintained as Gaussian mixtures whose terms are selected…

Numerical Analysis · Mathematics 2019-06-19 Gregory Beylkin , Lucas Monzon , Xinshuo Yang

This paper proposes solutions to three issues pertaining to the estimation of finite mixture models with an unknown number of components: the non-identifiability induced by overfitting the number of components, the mixing limitations of…

Methodology · Statistics 2015-08-25 Zoe van Havre , Nicole White , Judith Rousseau , Kerrie Mengersen

Despite the rapid development of computational hardware, the treatment of large and high dimensional data sets is still a challenging problem. This paper provides a twofold contribution to the topic. First, we propose a Gaussian Mixture…

Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…

Machine Learning · Statistics 2020-06-23 Yuantong Li , Qi Ma , Sujit K. Ghosh

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

Gaussian Mixture Models are one of the most studied and mature models in unsupervised learning. However, outliers are often present in the data and could influence the cluster estimation. In this paper, we study a new model that assumes…

Machine Learning · Statistics 2020-03-24 Sida Liu , Adrian Barbu

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 investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…

Machine Learning · Statistics 2025-06-16 Zhenisbek Assylbekov , Alan Legg , Artur Pak