PMODE partitions data and fits per-subset density estimators, achieving near-optimal mixture rates for L1, L2, and KL objectives; its MV-PMODE variant scales to thousands of dimensions and rivals deep anomaly detection baselines.
Kakade, and Matus Telgarsky
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PMODE: Theoretically Grounded and Modular Mixture Modeling
PMODE partitions data and fits per-subset density estimators, achieving near-optimal mixture rates for L1, L2, and KL objectives; its MV-PMODE variant scales to thousands of dimensions and rivals deep anomaly detection baselines.