Learning mixtures of spherical gaussians: moment methods and spectral decompositions

  • Authors:
  • Daniel Hsu;Sham M. Kakade

  • Affiliations:
  • Microsoft Research, Cambridge, MA, USA;Microsoft Research, Cambridge, MA, USA

  • Venue:
  • Proceedings of the 4th conference on Innovations in Theoretical Computer Science
  • Year:
  • 2013

Quantified Score

Hi-index 0.00

Visualization

Abstract

This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition technique yields consistent parameter estimates from low-order observable moments, without additional minimum separation assumptions needed by previous computationally efficient estimation procedures. Thus computational and information-theoretic barriers to efficient estimation in mixture models are precluded when the mixture components have means in general position and spherical covariances. Some connections are made to estimation problems related to independent component analysis.