arXiv:2607. 17018v1 Announce Type: cross Abstract: We study distributionally robust linear chance-constrained problems in which uncertainty is modeled by a Gaussian mixture model (GMM).
By Shibshankar Dey, Sanjay Mehrotra
arXiv:2606. 11469v1 Announce Type: cross Abstract: We study the task of density estimation, where we hope to accurately estimate a probability density from $n$ samples.
By Spencer Compton, Jerry Li
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:2411. 01576v3 Announce Type: replace Abstract: The explainable clustering problem was first posed by Moshkovitz et al.
By Maximilian Fleissner, Maedeh Zarvandi, Debarghya Ghoshdastidar
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:2603.19657v2 Announce Type: replace-cross
Abstract: We study model-order selection and component-mean estimation for multidimensional Gaussian mixture models with a known common covariance matr...
By Xinyu Liu, Hai Zhang