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Cutoff for exact recovery of Gaussian mixture models

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arxiv 2001.01194 v3 pith:J73QJMWK submitted 2020-01-05 math.ST cs.DScs.ITmath.ITmath.PRstat.MLstat.TH

Cutoff for exact recovery of Gaussian mixture models

classification math.ST cs.DScs.ITmath.ITmath.PRstat.MLstat.TH
keywords clusterexactrecoverycenterscutoffgaussianmixtureachieves
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We determine the information-theoretic cutoff value on separation of cluster centers for exact recovery of cluster labels in a $K$-component Gaussian mixture model with equal cluster sizes. Moreover, we show that a semidefinite programming (SDP) relaxation of the $K$-means clustering method achieves such sharp threshold for exact recovery without assuming the symmetry of cluster centers.

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