On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
scientific article

    Statements

    On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (English)
    0 references
    0 references
    0 references
    28 August 2020
    0 references
    The article discusses thoroughly the nonparametric maximum likelihood estimation of Gaussian mixture densities from independent multi-dimensional observations. The substantial difference compared to ordinary likelihood methods is that convex optimization is employed for fitting mixtures. Finite sample accuracy results (based on the squared Hellinger loss function) are quantified and found to be near parametric in precision. The article concludes with the application and assessment (at nearly optimal level) of the estimates developed herein, as empirical Bayesian estimates of the oracle estimator in the Gaussian denoising problem.
    0 references
    density estimation
    0 references
    Gaussian mixture model
    0 references
    convex optimization
    0 references
    Hellinger distance
    0 references
    metric entropy
    0 references
    rate of convergence
    0 references
    model selection
    0 references
    adaptive estimation
    0 references
    convex clustering
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references