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Regularised optimal self-transport is approximate Gaussian mixture maximum likelihood

Statistics Theory 2023-11-07 v2 Statistics Theory

Abstract

We investigate the link between regularised self-transport problems and maximum likelihood estimation in Gaussian mixture models (GMM). This link suggests that self-transport followed by a clustering technique leads to principled estimators at a reasonable computational cost. Also, robustness, sparsity and stability properties of the optimal transport plan arguably make the regularised self-transport a statistical tool of choice for the GMM.

Keywords

Cite

@article{arxiv.2310.14851,
  title  = {Regularised optimal self-transport is approximate Gaussian mixture maximum likelihood},
  author = {Gilles Mordant},
  journal= {arXiv preprint arXiv:2310.14851},
  year   = {2023}
}

Comments

10 pages

R2 v1 2026-06-28T12:58:50.998Z