news
| Sep 12, 2025 | Our new paper Convergence and Optimality of the EM Algorithm Under Multi-Component Gaussian Mixture Models is available on arXiv. We establish the minimax optimal rate of convergence of the EM algorithm for multi-component GMMs in full generality. The required separation condition between Gaussian components for EM to converge is the weakest known to date. |
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| Mar 21, 2025 | Our paper Optimal vintage factor analysis with deflation varimax has been accepted by The Annals of Statistics, 2025+. |
| Mar 20, 2025 | Our new paper Kernel Ridge Regression with Predicted Feature Inputs and Applications to Factor-Based Nonparametric Regression is available on arXiv. It provides a sharp prediction risk guarantee for kernel ridge regression when the true regression features must be predicted. |
| Sep 24, 2024 | Our new paper Learning large softmax mixtures with warm start EM is now available on arXiv. It studies computationally efficient and provable estimation algorithms under mixed multinomial logit models. |