Statistics Colloquium: Harrison Zhou (Yale University)


Monday, November 23, 2020, 10:30am to 11:30am


Zoom - please contact for more information


Global Convergence of EM?


In this talk I will first discuss a recent joint work with Yihong Wu: We show that the randomly initialized EM algorithm for parameter estimation in the symmetric two-component Gaussian mixtures converges to the MLE in at most $\sqrt(n)$ iterations with high probability. Then I will mention the limitations of that work and propose an extension to general Gaussian mixtures by overparameterization.