arXiv Machine Learning

Mixtures Closest to a Given Measure: A Semidefinite Programming Approach

arXiv:2509. 22879v2 Announce Type: replace-cross Abstract: Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions.

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
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