Optimal estimation of high-dimensional Gaussian location mixtures

DOI10.1214/22-aos2207arXiv2002.05818MaRDI QIDQ6046303

Pengkun Yang, Yihong Wu, Harrison H. Zhou, Natalie Doss

Publication date: 10 May 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.05818

zbMATH Keywords

Gaussian mixturefinite mixture modelmetric entropymethod of momentsminimax optimalitylow-rank tensorhigh-dimensional density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Optimal estimation and computational limit of low-rank Gaussian mixtures

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