arXiv Machine Learning

Model Selection and Parameter Estimation of One-Dimensional Gaussian Mixture Models

arXiv Machine Learning
Aug 19

Global Convergence of Gradient EM for Over-Parameterized Gaussian Mixtures

arXiv:2506. 06584v2 Announce Type: replace Abstract: Learning Gaussian Mixture Models (GMMs) is a fundamental problem in statistics and machine learning, with the Expectation-Maximization (EM) algorithm and its popular variant gradient EM being arguably the most widely used algorithms in practice.

By Mo Zhou, Weihang Xu, Maryam Fazel, Simon S. Du
arXiv Machine Learning
Oct 22

Minimax Optimality of the NPMLE for Gaussian Mixtures in Hellinger Distance

The paper studies estimation of univariate Gaussian mixture densities using the nonparametric maximum likelihood estimator (NPMLE). It proves that the unconstrained NPMLE attains the minimax optimal rate ∑(n)/n in squared Hellinger distance when the true mixing measure is sub‑Gaussian, and that a compactly constrained NPMLE achieves a slightly faster rate ∑(n)/(n∑∑(n)). The analysis relies on sharp bounds for local Hellinger bracketing entropy and introduces new bounds on the L² bracketing entropy of bounded‑degree polynomial balls.

By Shayan Hundrieser, Tudor Manole
arXiv Statistics ML
Sep 25

Riemannian Gradient Descent for Gaussian Mixture Models with unknown diagonal covariances

The paper studies the numerical solution of the Beurling‑LASSO (BLASSO) for estimating Gaussian mixture models (GMMs) with unknown numbers of components and unknown diagonal covariance matrices. It introduces a Conic Particle Gradient Descent (CPGD) algorithm that incorporates Riemannian gradient descent to respect the Fisher‑Rao geometry of Gaussian distributions. The authors provide theoretical convergence guarantees, including exponential local convergence under a non‑degeneracy condition related to component separation, and demonstrate through numerical experiments that CPGD is more robust to overspecification of components than the EM algorithm.

By Romane Giard, Yohann De Castro, Roland Denis, Cl\'ement Marteau