/Convergence-of-Gradient-EM-on-Multi-component-Mixture-of-Gaussians

Proof of local convergence region and convergence rate of gradient EM on general GMM, for both population and finite sample setting. (NeurIPS 2017)

Primary LanguageMATLABMIT LicenseMIT

Convergence-of-Gradient-EM-on-Multi-component-Mixture-of-Gaussians

Code for Convergence of Gradient EM on Multi-component Mixture of Gaussians

Citations

Below are the paper to cite if you find the algorithms in this repository useful in your own research:

@inproceedings{yan2017convergence,
  title={Convergence of Gradient EM on Multi-component Mixture of Gaussians},
  author={Yan, Bowei and Yin, Mingzhang and Sarkar, Purnamrita},
  booktitle={Advances in Neural Information Processing Systems},
  pages={6959--6969},
  year={2017}
}