Poster
Near-Optimal-Sample Estimators for Spherical Gaussian Mixtures
Ananda Theertha Suresh · Alon Orlitsky · Jayadev Acharya · Ashkan Jafarpour
Level 2, room 210D
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Abstract
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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 spherical Gaussians in -dimensions to within distance using samples and computation time. Conversely, we show that any estimator requires samples, hence the algorithm's sample complexity is nearly optimal in the dimension. The implied time-complexity factor \mathcal{O}_{k,\epsilon}k\tilde\mathcal{O}(k /\epsilon^2)\tilde\mathcal{O}((k/\epsilon)^{3k+1})$ computation time.
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