Minimax Theory for High-dimensional Gaussian Mixtures with Sparse Mean Separation

Part of Advances in Neural Information Processing Systems 26 (NIPS 2013)

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Authors

Martin Azizyan, Aarti Singh, Larry Wasserman

Abstract

While several papers have investigated computationally and statistically efficient methods for learning Gaussian mixtures, precise minimax bounds for their statistical performance as well as fundamental limits in high-dimensional settings are not well-understood. In this paper, we provide precise information theoretic bounds on the clustering accuracy and sample complexity of learning a mixture of two isotropic Gaussians in high dimensions under small mean separation. If there is a sparse subset of relevant dimensions that determine the mean separation, then the sample complexity only depends on the number of relevant dimensions and mean separation, and can be achieved by a simple computationally efficient procedure. Our results provide the first step of a theoretical basis for recent methods that combine feature selection and clustering.