On the number of modes of a Gaussian mixture

  • Authors:
  • Miguel Á. Carreira-Perpiñán;Christopher K. I. Williams

  • Affiliations:
  • Dept. of Computer Science, University of Toronto;School of Informatics, University of Edinburgh

  • Venue:
  • Scale Space'03 Proceedings of the 4th international conference on Scale space methods in computer vision
  • Year:
  • 2003

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Abstract

We consider a problem intimately related to the creation of maxima under Gaussian blurring: the number of modes of a Gaussian mixture in D dimensions. To our knowledge, a general answer to this question is not known. We conjecture that if the components of the mixture have the same covariance matrix (or the same covariance matrix up to a scaling factor), then the number of modes cannot exceed the number of components. We demonstrate that the number of modes can exceed the number of components when the components are allowed to have arbitrary and different covariance matrices. We will review related results from scale-space theory, statistics and machine learning, including a proof of the conjecture in 1D. We present a convergent, EM-like algorithm for mode finding and compare results of searching for all modes starting from the centers of the mixture components with a brute-force search. We also discuss applications to data reconstruction and clustering.