The EM Algorithm is Adaptively-Optimal for Unbalanced Symmetric Gaussian Mixtures

Nir Weinberger, Guy Bresler

This paper studies the problem of estimating the means $\pm {\theta }_{\ast }\in {\mathbb{R}}^d$ of a symmetric two-component Gaussian mixture ${\delta }_{\ast }\cdot N({\theta }_{\ast },I)+(1-{\delta }_{\ast })\cdot N(-{\theta }_{\ast },I)$…