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We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM).
Missing values in multivariate analysis
E. M. L. Beale and R. J. A. Little · 1975
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Maximum likelihood from incomplete data via the EM algorithm
A. P. Dempster, N. M. Laird, and D. B. Rubin · 1977
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Estimating mixtures of normal distributions and switching regressions
Richard E Quandt and James B Ramsey · 1978
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Estimation of the mean of a multivariate normal distribution
Charles M. Stein · 1981
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On the convergence properties of the EM algorithm
C.-F. Jeff Wu · 1983
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Richard D. De Veaux · 1989
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Michael I. Jordan and Robert A. Jacobs · 1994
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Michael E Tipping and Christopher M Bishop · 1999
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T Rolf Turner · 2000
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Kert Viele and Barbara Tong · 2002
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Rene Vidal, Yi Ma, and Shankar Sastry · 2005
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Using regression mixture analysis in educational research
C Ding · 2006
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Geoffrey McLachlan and Thriyambakam Krishnan · 2007
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Global analysis of expectation maximization for mixtures of two Gaussians
Ji Xu, Daniel J. Hsu, and Arian Maleki · 2016
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Mixed linear regression with multiple components
Kai Zhong, Prateek Jain, and Inderjit S Dhillon · 2016
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Statistical guarantees for the EM algorithm: From population to sample-based analysis
Sivaraman Balakrishnan, Martin J. Wainwright, and Bin Yu · 2017
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Globally optimal gradient descent for a ConvNet with Gaussian inputs
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Fundamental limits of phasemax for phase retrieval: A replica analysis
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Ten steps of EM suffice for mixtures of two Gaussians
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