[Colloq] Constantinos Daskalakis on the Expectation-Maximization Algorithm: Thursday, Feb 2, 3:30pm, WVH 108

[Rajmohan Rajaraman]

This talk, being held in our Theory Seminar this Thursday, will likely be of interest to the broader CCIS community. Please join us. 

Best, 

Rajmohan. 


From: "Giorgos Zirdelis" <zirdelis.g at husky.neu.edu> 
To: "theory-talks" <theory-talks at lists.ccs.neu.edu> 
Sent: Sunday, January 29, 2017 6:22:50 PM 
Subject: [theory-talks] Theory Seminar, Thursday, Feb 2, 3:30pm, WVH 108 (room change) 



Hi all, This week we have a talk by Constantinos Daskalakis from CSAIL, MIT. 
Note that due to renovations in 366, the talk will be in West Village H 108! 

Title: Ten Steps of EM Suffice for Mixtures of Two Gaussians 
Speaker: Constantinos Daskalakis, MIT 
When: Thursday, Feb 2, 3:30pm 
Where: 108 WVH 

Abstract: 
We provide global convergence guarantees for the expectation-maximization (EM) algorithm applied to mixtures of two Gaussians with known covariance matrices. We show that EM converges geometrically to the correct mean vectors, and provide simple, closed-form expressions for the convergence rate. As a simple illustration, we show that in one dimension ten steps of the EM algorithm initialized at infinity result in less than 1% error estimation of the means. 


Joint work with Christos Tzamos and Manolis Zampetakis. 

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