A data-compression technique reduces NPMLE computation cost to logarithmic in n for exponential family mixtures, while approximate NPMLEs attain near-parametric rates for marginal density estimation.
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Fast computation and theoretical guarantees for the NPMLE in exponential family mixtures
A data-compression technique reduces NPMLE computation cost to logarithmic in n for exponential family mixtures, while approximate NPMLEs attain near-parametric rates for marginal density estimation.