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Poster

Near-Optimal-Sample Estimators for Spherical Gaussian Mixtures

Ananda Theertha Suresh · Alon Orlitsky · Jayadev Acharya · Ashkan Jafarpour

Level 2, room 210D

Abstract: Many important distributions are high dimensional, and often they can be modeled as Gaussian mixtures. We derive the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. Based on intuitive spectral reasoning, it approximates mixtures of k spherical Gaussians in d-dimensions to within1 distance ϵ using O(dk9(log2d)/ϵ4) samples and Ok,ϵ(d3log5d) computation time. Conversely, we show that any estimator requires Ω(dk/ϵ2) samples, hence the algorithm's sample complexity is nearly optimal in the dimension. The implied time-complexity factor \mathcal{O}_{k,\epsilon}isexponentialink,butmuchsmallerthanpreviouslyknown.WealsoconstructasimpleestimatorforonedimensionalGaussianmixturesthatuses\tilde\mathcal{O}(k /\epsilon^2)samplesand\tilde\mathcal{O}((k/\epsilon)^{3k+1})$ computation time.

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