Cutoff for exact recovery of Gaussian mixture models

5 Jan 2020  ·  Xiaohui Chen, Yun Yang ·

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

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