相关论文: On the best approximation by finite Gaussian mixtu…

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…

In practical conjugate gradient (CG) computations it is important to monitor the quality of the approximate solution to $Ax=b$ so that the CG algorithm can be stopped when the required accuracy is reached. The relevant convergence…

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with $M \geq 3$ components. Our first main result shows that the population likelihood function has bad local maxima even…

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

The question of what can be computed, and how efficiently, are at the core of computer science. Not surprisingly, in distributed systems and networking research, an equally fundamental question is what can be computed in a…

Clustering is a pivotal challenge in unsupervised machine learning and is often investigated through the lens of mixture models. The optimal error rate for recovering cluster labels in Gaussian and sub-Gaussian mixture models involves ad…

A fundamental challenge in approximating an unknown density using finite Gaussian mixture models is selecting the number of mixture components, also known as order. Traditional approaches choose a single best model using information…

Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…

Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…

Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…

We study the problem of matrix estimation and matrix completion under a general framework. This framework includes several important models as special cases such as the gaussian mixture model, mixed membership model, bi-clustering model and…

We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

We study the optimal rectangular-discrepancy approximation of permutons by finite permutations. We transfer bounds from discrepancy theory to this more restricted setup. Moreover, we show that superlinear approximation can occur only for…

The Laplace approximation is a popular method for constructing a Gaussian approximation to the Bayesian posterior and thereby approximating the posterior mean and variance. But approximation quality is a concern. One might consider using…

The total variation distance is a core statistical distance between probability measures that satisfies the metric axioms, with value always falling in $[0,1]$. This distance plays a fundamental role in machine learning and signal…

In this paper we study algorithms to find a Gaussian approximation to a target measure defined on a Hilbert space of functions; the target measure itself is defined via its density with respect to a reference Gaussian measure. We employ the…

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…