Paper estimates GMMs with unknown covariances using sparse regularization.
arXiv research
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Paper advances sparse regularisation theory for measures with new kernel insights.
This paper investigates the statistical estimation of a discrete mixing measure 0 involved in a kernel mixture model. Using some recent advances in l1-regularization over the space of measures, we introduce a "data fitting and regularization" convex program for estimating 0 in a grid-less manner from a sample of …
FS&P uses birth-death process to ensure global convergence of stochastic conic particle gradient descent.
New method calculates degrees of freedom for sparse estimation in continuous models.