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This paper deals with minimax rates of convergence for estimation of density functions on the real line. The densities are assumed to be location mixtures of normals, a global regularity requirement that creates subtle difficulties for the…

统计理论 · 数学 2014-10-22 Arlene K. H. Kim

This paper studies the optimal rate of estimation in a finite Gaussian location mixture model in high dimensions without separation conditions. We assume that the number of components $k$ is bounded and that the centers lie in a ball of…

统计理论 · 数学 2021-07-27 Natalie Doss , Yihong Wu , Pengkun Yang , Harrison H. Zhou

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

统计理论 · 数学 2025-04-08 Yun Ma , Yihong Wu , Pengkun Yang

We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…

统计理论 · 数学 2020-06-02 Tudor Manole , Nhat Ho

We determine the exact minimax rate of a Gaussian sequence model under bounded convex constraints, purely in terms of the local geometry of the given constraint set $K$. Our main result shows that the minimax risk (up to constant factors)…

统计理论 · 数学 2022-11-08 Matey Neykov

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

统计理论 · 数学 2022-01-25 Zhongyuan Lyu , Dong Xia

Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…

机器人学 · 计算机科学 2021-04-02 Tim Pfeifer , Sven Lange , Peter Protzel

We consider two problems of estimation in high-dimensional Gaussian models. The first problem is that of estimating a linear functional of the means of $n$ independent $p$-dimensional Gaussian vectors, under the assumption that most of…

统计理论 · 数学 2018-11-12 Olivier Collier , Arnak S. Dalalyan

The estimation of a log-concave density on $\mathbb{R}^d$ represents a central problem in the area of nonparametric inference under shape constraints. In this paper, we study the performance of log-concave density estimators with respect to…

统计理论 · 数学 2015-09-29 Arlene K. H. Kim , Richard J. Samworth

This paper studies minimax rates of convergence for nonparametric location-scale models, which include mean, quantile and expectile regression settings. Under Hellinger differentiability on the error distribution and other mild conditions,…

统计理论 · 数学 2023-07-06 Bingxin Zhao , Yuhong Yang

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…

统计理论 · 数学 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

We investigate the problem of center estimation in the high dimensional binary sub-Gaussian Mixture Model with Hidden Markov structure on the labels. We first study the limitations of existing results in the high dimensional setting and…

统计理论 · 数学 2024-06-19 Vahe Karagulyan , Mohamed Ndaoud

We prove that under some regularity and strong identifiability conditions, around a mixing distribution with $m_0$ components, the optimal local minimax rate of estimation of a mixture with $m$ components is $n^{-1/(4(m-m_0) + 2)}$. This…

统计理论 · 数学 2015-04-15 Philippe Heinrich , Jonas Kahn

We obtain the minimax rate for a mean location model with a bounded star-shaped set $K \subseteq \mathbb{R}^n$ constraint on the mean, in an adversarially corrupted data setting with Gaussian noise. We assume an unknown fraction $\epsilon…

统计理论 · 数学 2026-03-06 Akshay Prasadan , Matey Neykov

Gaussian mixture models are widely used to study clustering problems. These model-based clustering methods require an accurate estimation of the unknown data density by Gaussian mixtures. In Maugis and Michel (2009), a penalized maximum…

统计理论 · 数学 2015-03-19 Maugis Cathy , Michel Bertrand

We investigate the landscape of the negative log-likelihood function of Gaussian Mixture Models (GMMs) with a general number of components in the population limit. As the objective function is non-convex, there can be multiple local minima…

机器学习 · 统计学 2026-01-21 Yudong Chen , Dogyoon Song , Xumei Xi , Yuqian Zhang

This paper proposes a novel Hessian approximation for Maximum a Posteriori estimation problems in robotics involving Gaussian mixture likelihoods. Previous approaches manipulate the Gaussian mixture likelihood into a form that allows the…

机器人学 · 计算机科学 2024-08-28 Vassili Korotkine , Mitchell Cohen , James Richard Forbes

We study the relation between the total variation (TV) and Hellinger distances between two Gaussian location mixtures. Our first result establishes a general upper bound: for any two mixing distributions supported on a compact set, the…

统计理论 · 数学 2026-05-27 Joonhyuk Jung , Chao Gao

We study the rates of estimation of finite mixing distributions, that is, the parameters of the mixture. We prove that under some regularity and strong identifiability conditions, around a given mixing distribution with $m_0$ components,…

统计理论 · 数学 2015-07-16 Philippe Heinrich , Jonas Kahn

We consider the problem of recovering an unknown matching between a set of $n$ randomly placed points in $\mathbb{R}^d$ and random perturbations of these points. This can be seen as a model for particle tracking and more generally, entity…

统计理论 · 数学 2024-03-27 Lucas da Rocha Schwengber , Roberto Imbuzeiro Oliveira
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