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.
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