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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3697391,1081,477 · Jun 202019922001200920172026
48 results for spherical Gaussian Mixture Model

The study bounds the stability of Gaussian mixtures under small perturbations.

problem Stability of Gaussian mixtures under small changes in distribution.
method Deriving an explicit bound on parameter stability of spherical Gaussian Mixture Models (sGMM) in a pre-defined model class.
result Upper bound on parameter distance of close sGMMs to the original sGMM, dependent only on the original model.

Bayesian approach approximates probability functions of Gaussian mixtures.

problem Approximating probability functions of non-spherical Gaussian mixtures.
method Bayesian decomposition, spherical radial decomposition, random sampling.
result Established differentiability and integral representation of gradient for probability functions.

Corrected whitening restores orthogonality in high-dimensional spherical Gaussian mixtures.

problem In high-dimensional data, standard whitening fails to preserve orthogonality of mixture means.
method Derived exact limits for whitened means dot products using random matrix theory, constructed a corrected whitening matrix.
result Corrected whitening allows for improved estimation of spherical Gaussian mixtures in the large-dimensional regime.

New method clusters non-spherical Gaussian mixtures with fewer samples and time.

problem Clustering non-spherical Gaussian mixtures with arbitrary component covariances.
method Sum-of-Squares method for finding low-dimensional projections.
result Improved clustering algorithms with fewer samples and time complexity.

EM algorithm achieves optimal sample complexity for well-separated Gaussian mixtures.

problem Estimating parameters of well-separated Gaussian mixtures.
method New EM convergence proof for well-separated Gaussian mixtures.
result EM algorithm converges with Ω(logk)Ω(\sqrt{\log k}) separation, achieving O(kd/ε2)O(kd/ε^2) samples.

Improved sample complexity for Gaussian Mixture Models using Pair Correlation Factor.

problem Understanding the sample complexity of Gaussian Mixture Models.
method Introducing Pair Correlation Factor (PCF) to measure clustering of component means and improving sample complexity bounds.
result The Pair Correlation Factor (PCF) more accurately determines the difficulty of parameter recovery in Gaussian Mixture Models.

We propose a greedy variational method for decomposing a non-negative multivariate signal as a weighted sum of Gaussians, which, borrowing the terminology from statistics, we refer to as a Gaussian mixture model. Notably, our method has the following features: (1) It accepts multivariate signals, i.e. sampled multivari…

2019-09-01abs ↗pdf ↗

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. For mixtures of a…

2014-02-19abs ↗pdf ↗

New GMM models fit high-dimensional data with fewer parameters.

problem Overparameterization and lack of flexibility in GMMs for high-dimensional data.
method Piecewise-constant covariance eigenvalue profiles, EM and penalized EM algorithms.
result Superior likelihood-parsimony tradeoffs in density fitting, clustering, and denoising.

This paper studies clustering and embedding in high-dimensional Gaussian mixture block models.

problem Clustering and embedding in high-dimensional Gaussian mixture block models.
method Spectral clustering and embedding algorithms for graphs sampled from Gaussian mixture block models.
result Performance analysis of spectral clustering and embedding algorithms for 2-component spherical Gaussian mixtures.

Efficient algorithm learns mixture models of heavy-tailed distributions.

problem Learning mixture models of heavy-tailed distributions.
method Efficient high-dimensional sparse Fourier transforms.
result Algorithm succeeds for heavy-tailed distributions, including Laplace but excluding Gaussians.

Lower bounds show learning mixtures of linear classifiers is nearly impossible.

problem Learning mixtures of linear classifiers under Gaussian covariates.
method Statistical Query (SQ) lower bounds and new spherical designs.
result Complexity of any SQ algorithm is \( n^{\mathrm{poly}(1/Δ) \log(r)} \), where Δ is the pairwise \(\ell_2\)-separation.

We present a one-pass sparsified Gaussian mixture model (SGMM). Given NN data points in PP dimensions, XX, the model fits KK Gaussian distributions to XX and (softly) classifies each point to these clusters. After paying an up-front cost of O(NPlogP)\mathcal{O}(NP\log P) to precondition the data, we subsample QQ entries…

2019-03-10abs ↗pdf ↗

In this paper, we study the problem of learning a mixture of Gaussians with streaming data: given a stream of NN points in dd dimensions generated by an unknown mixture of kk spherical Gaussians, the goal is to estimate the model parameters using a single pass over the data stream. We analyze a streaming version of …

2017-07-08abs ↗pdf ↗

This paper finds the noise threshold for learning Gaussian mixture models equals channel capacity.

problem Learning Gaussian mixture models with noisy data.
method Bayesian formulation with uniformly distributed centers on a sphere, analyzing the large system limit.
result The maximal noise level σ2σ^2 for which GMM learning is as easy as labeled observations is the channel capacity.

Develops efficient algorithms for learning latent-variable models using implicit moment tensor computation.

problem Learning latent-variable models with moment tensors of super-constant degree.
method Implicit moment tensor computation for general models, extending previous work on clustering mixtures of spherical Gaussians.
result First poly(d, k) time learning algorithms for various models including mixtures of linear regressions, spherical Gaussians, and positive linear combinations of non-linear activations.

Study free energy in spherical spin glasses, proving universality dichotomy.

problem Analyzing free energy in spherical spin glass models with different tail exponents.
method Introduced a tail-adapted normalization and used universality dichotomy.
result Sharp universality dichotomy for free energy across different tail exponents.

Algorithm distinguishes Gaussian mixtures from pure Gaussians in quasi-polynomial time.

problem Distinguishing mixtures of Gaussian components from pure Gaussians, especially when components are well-separated.
method Sum-of-Squares method, quasi-polynomial time algorithm, bipartitioning sample to separate components.
result Algorithm can reliably distinguish between mixtures and pure Gaussians in quasi-polynomial time.

Efficient private algorithms for estimating block models and mixture models.

problem Estimating block models and mixture models in high-dimensional settings.
method General tools for designing efficient private estimation algorithms.
result First efficient private algorithms for weak and exact recovery of stochastic block models.

The paper corrects for node degree in spectral clustering using random walk Laplacian.

problem Node degree heterogeneity in spectral clustering.
method Graph spectral embedding using the random walk Laplacian.
result The embedding provides uniformly consistent estimates of degree-corrected latent positions.

X in R^D has mean zero and finite second moments. We show that there is a precise sense in which almost all linear projections of X into R^d (for d < D) look like a scale-mixture of spherical Gaussians -- specifically, a mixture of distributions N(0, sigma^2 I_d) where the weight of the particular sigma component is P …

2012-06-27abs ↗pdf ↗

Robustly clusters mixtures of Gaussians even with outliers.

problem Clustering mixtures of statistically separated Gaussians robustly to outliers.
method Uses certifiable hypercontractivity, bounded variance, and anti-concentration of linear projections.
result First efficient algorithm for robust clustering of statistically separated Gaussians mixtures.

The learning of mixture models can be viewed as a clustering problem. Indeed, given data samples independently generated from a mixture of distributions, we often would like to find the {\it correct target clustering} of the samples according to which component distribution they were generated from. For a clustering pr…

2017-03-30abs ↗pdf ↗

Improved VB algorithm for NIG mixtures outperforms Gaussian mixtures for non-Gaussian data.

problem Clustering non-Gaussian data, especially heavy-tailed and asymmetric.
method Proposed an improved VB algorithm for NIG mixture models and extended Dirichlet process mixture models.
result Outperforms Gaussian mixtures and existing NIG mixture models, especially for highly non-normative data.

Revisits Gaussian process model with spherical harmonics for scalable deep learning.

problem Scaling Gaussian process models to large input dimensions with high frequency learning.
method Introduces new kernels related to deep models, variational learning of spherical harmonic phases, and sparseness in eigenbasis.
result Enables scaling to larger input dimensions and learning of high frequency variations.

A new distance metric for vMF distributions simplifies spherical data analysis.

problem Intractability of normalization constants and lack of suitable geometric metrics for comparing vMF distributions.
method Proposes a Wasserstein-like distance that decomposes vMF distribution discrepancies into angular and concentration components.
result The proposed distance metric induces a latent geometric structure on the space of non-degenerate vMF distributions.

The paper uses Gaussian mixture models for Bayesian networks and proposes an optimization algorithm.

problem Modeling nodes in Bayesian networks with complex distributions.
method Gaussian mixture models combined with double iteration algorithm.
result The double iteration algorithm optimizes Gaussian mixture models effectively.

Optimal transport for vector Gaussian mixtures improves efficiency and structure preservation.

problem Optimal mass transport for vector-valued Gaussian mixtures.
method Vectorizing Gaussian mixture models and studying optimal mass transport problems.
result Computational efficiency and structure preservation in optimal mass transport.

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep Gaussian Mixture model (DGMM) is a network of multiple layers of latent variables, wh…

2017-11-18abs ↗pdf ↗

Generative models use kernel smoothing for conditioning on small example sets.

problem Improving generative models' performance with limited conditioning examples.
method Showed that cross-attention conditioning is equivalent to kernel smoothing, specifically a Nadaraya--Watson kernel smoother.
result The approach predicts and confirms three failure regimes for kernel-based conditioning.

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian αα-stable distribution received much interest in the literature. Here, we introduce a type of expectation maximization algorithm that e…

2017-01-24abs ↗pdf ↗

Study uniform rates for estimating Gaussian mixtures without separation assumption.

problem Estimating parameters in two-component Gaussian mixtures without separation.
method Uniform convergence rates derived using minimax lower bounds and careful analysis of polynomial equalities.
result Phase transition in optimal estimation rate based on mixture balance.

Deep neural networks converge to Gaussian mixtures as layer width increases.

problem Understanding the distribution of outputs from deep neural networks.
method Proof and experiments with a simple model showing the convergence of neural network outputs to Gaussian mixtures.
result Neural networks converge to Gaussian mixtures as the width of the last hidden layer increases.