Open AccessLearning a Mixture of Gaussians via Mixed-Integer Optimization
Author(s) -
Hari Bandi,
Dimitris Bertsimas,
Rahul Mazumder
Publication year - 2019
Publication title -
informs journal on optimization
Language(s) - English
Resource type - Journals
eISSN - 2575-1492
pISSN - 2575-1484
DOI - 10.1287/ijoo.2018.0009
Subject(s) - mixture model , mathematics , covariance , expectation–maximization algorithm , heuristics , multivariate normal distribution , mixture distribution , gaussian , statistics , algorithm , mathematical optimization , multivariate statistics , probability density function , maximum likelihood , physics , quantum mechanics
We consider the problem of estimating the parameters of a multivariate Gaussian mixture model (GMM) given access to n samples that are believed to have come from a mixture of multiple subpopulation...
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