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Cutoff for exact recovery of Gaussian mixture models

IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2020
Abstract

We determine the information-theoretic cutoff value on separation of cluster centers for exact recovery of cluster labels in a KK-component Gaussian mixture model with equal cluster sizes. Moreover, we show that a semidefinite programming (SDP) relaxation of the KK-means clustering method achieves such sharp threshold for exact recovery without assuming the symmetry of cluster centers.

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