When: Sep 07 2023 @ 1:30 PM
Where: Gilman 132
3400 North Charles st
Baltimore, MD 21218

Location: Gilman 132

When: September 7th at 1:30 p.m.

Title: Clustering a mixture of Gaussians with unknown covariance

Abstract: Clustering is a fundamental data scientific task with broad application. This talk investigates a simple clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and derive a Max-Cut integer program based on maximum likelihood estimation. We show its solutions achieve the optimal misclassification rate when the number of samples grows linearly in the dimension, up to a logarithmic factor. However, solving the Max-cut problem appears to be computationally intractable. To overcome this, we develop an efficient spectral algorithm that attains the optimal rate but requires a quadratic sample size. Although this sample complexity is worse than that of the Max-cut problem, we conjecture that no polynomial-time method can perform better. Furthermore, we present numerical and theoretical evidence that supports the existence of a statistical-computational gap.

Zoom link: https://wse.zoom.us/j/94601022340