pith. sign in

arxiv: 1902.11176 · v1 · pith:PVKLQE42new · submitted 2019-02-28 · 🧮 math.ST · stat.TH

Learning rates for Gaussian mixtures under group invariance

classification 🧮 math.ST stat.TH
keywords gaussianlikelihooddescriptionestimatedgroupmaximummixturesmodel
0
0 comments X
read the original abstract

We study the pointwise maximum likelihood estimation rates for a class of Gaussian mixtures that are invariant under the action of some isometry group. This model is also known as multi-reference alignment, where random isometries of a given vector are observed, up to Gaussian noise. We completely characterize the speed of the maximum likelihood estimator, by giving a comprehensive description of the likelihood geometry of the model. We show that the unknown parameter can always be decomposed into two components, one of which can be estimated at the fast rate $n^{-1/2}$, the other one being estimated at the slower rate $n^{-1/4}$. We provide an algebraic description and a geometric interpretation of these facts.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.