CHIME: Clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality
CHIME:基于EM算法的高维高斯混合聚类及其最优性
Unsupervised learning is an important problem in statistics and machine learning with a wide range of applications. In this paper, we study clustering of high-dimensional Gaussian mixtures and propose a procedure, called CHIME, that is based on the EM algorithm and a direct estimation method for the sparse discriminant vector. Both theoretical and numerical properties of CHIME are investigated. We establish the optimal rate of convergence for the excess misclustering error…