arXiv Machine Learning

Model Selection and Parameter Estimation for Multidimensional Gaussian Mixture Models with a Common Covariance Matrix

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
Sep 10

The EM-algorithm and the Method of Moments in Softmax Mixture Models

arXiv:2409. 09903v3 Announce Type: replace-cross Abstract: Softmax Mixture Models (SMMs) are discrete $K$-component mixture models for the probabilities of selecting one of $p$ candidate feature vectors $X_1,\ldots,X_p\in\mathbb{R}^L$ in heterogeneous populations and are widely used in econometrics and scientific applications.

By Xin Bing, Florentina Bunea, Jonathan Niles-Weed, Marten Wegkamp
arXiv Machine Learning
Jul 13

A Fourier analytique approach to Gaussian mixture learning

arXiv:2004. 05813v3 Announce Type: replace-cross Abstract: Suppose that we are given independent, identically distributed random samples $x_1,\cdots,x_n$ from a mixture at most $k$ many $d$-dimensional spherical Gaussian distributions $\mu_1,\cdots,\mu_{k_0}$ of identical and known variance $\sigma^2$ in each coordinate, such that the minimum $\ell^2$ distance between two distinct centers $y_l$ and $y_j$ is greater than $2\Delta\sigma \min\{\sqrt{d},\sqrt k\}$, where $\Delta>C_0$, and $C_0$ is a sufficiently large universal constant.

By Somnath Chakraborty, Hariharan Narayanan
arXiv Machine Learning
Aug 20

Inference and Uncertainty Quantification for Streaming $r$-PCA

The paper tackles two key gaps in streaming PCA using Oja's algorithm: it establishes sharp operator‑norm convergence for general‑rank subspaces under sub‑Gaussian data, and it provides distributional inference for the resulting subspace estimator. The authors remove non‑vanishing remainder terms from existing analyses, achieving rates that match minimax bounds in both dense‑tail and sparse‑tail regimes. They further develop a linearization of Oja’s iterates, enabling high‑dimensional Gaussian approximations and an online multiplier bootstrap for practical inference.

By Haoshu Xu, Hongzhe Li