arXiv Statistics ML

Diagonally-Weighted Generalized Method of Moments Estimation for Gaussian Mixture Modeling

arXiv Machine Learning
Sep 11

Sublinear Variational Optimization of Gaussian Mixture Models with Millions to Billions of Parameters

The paper introduces a highly efficient variational approximation for Gaussian Mixture Models (GMMs) with arbitrary covariances, integrated with mixtures of factor analyzers. This method reduces the per‑iteration runtime from ≠O(NCD^2) to a complexity that scales linearly with dimensionality D and sublinearly with the product NC. Experiments demonstrate sublinear scaling across the entire optimization, order‑of‑magnitude speed‑ups on large benchmarks, training of GMMs with over 10 billion parameters in under nine hours on a single CPU, and competitive zero‑shot image denoising performance.

By Sebastian Salwig, Till Kahlke, Florian Hirschberger, Dennis Forster, J\"org L\"ucke
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 Statistics ML
Sep 2

Deep Skew-t Mixture Models

arXiv:2609.00773v1 Announce Type: cross Abstract: High-dimensional clustering is challenging when component distributions are both heavy-tailed and directionally asymmetric. We propose a deep skew-$t...

By Jinran Wu, You-Gan Wang, Geoffrey J. McLachlan
arXiv Machine Learning
Aug 6

E$^2$M: Double Bounded $\alpha$-Divergence Optimization for Tensor-based Discrete Density Estimation

arXiv:2405. 18220v4 Announce Type: replace-cross Abstract: Tensor-based discrete density estimation requires flexible modeling and proper divergence criteria to enable effective learning; however, traditional approaches using $\alpha$-divergence face analytical challenges due to the $\alpha$-power terms in the objective function, which hinder the derivation of closed-form update rules.

By Kazu Ghalamkari, Jesper L{\o}ve Hinrich, Morten M{\o}rup
arXiv Machine Learning
Jul 20

Diffusion models recover accurate mixture weights despite score function insensitivity

arXiv:2607. 15485v1 Announce Type: new Abstract: Score-based generative models exhibit a puzzling behavior: they often appear to cover all modes of a target multimodal distribution and yet may fail to learn the correct relative mode amplitudes, which can be interpreted as mixture weights.

By Andrew Dennehy, Ramchandran Muthukumar, Rebecca Willett, Nisha Chandramoorthy