Self-regularization and structural adaptation of NPMLE for Gaussian mixture models in all dimensions

We establish structural properties of the nonparametric maximum likelihood estimator (NPMLE) for $d$-dimensional Gaussian mixtures whose means lie in a hypercube. We show that, with high probability, the NPMLE based on $n$ independent observations self-regularizes by fitting a mixture model with $O((\frac{\log n}{\log\log n})^d)$ components, achieving the optimal model complexity without explicit model selection. Furthermore, the NPMLE exhibits a structural adaptation property: For data drawn from a finite mixture, the number of fitted components is bounded in probability as $n\to\infty$. Our proof applies a multivariate Jensen-type bound to control the typical number of critical points of the KKT function associated with the first-order optimality conditions. The key step is to lower bound its gradient norm uniformly on complex spheres. We establish this lower bound by decomposing the KKT function into an empirical fluctuation term and a relative density estimation error term, combining small-ball probability estimates for the former with polynomial approximation and Hellinger error bounds for the latter.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-10-29
DOI
https://doi.org/10.48550/arxiv.2610.40566
Primary Topic
Bayesian Methods and Mixture Models
Type
preprint
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preprint

Self-regularization and structural adaptation of NPMLE for Gaussian mixture models in all dimensions

Yanjun Han, Yandi Shen, Yihong Wu
arXiv (Cornell University)
Bayesian Methods and Mixture Models
preprint

Self-regularization and structural adaptation of NPMLE for Gaussian mixture models in all dimensions

Yanjun Han, Yandi Shen, Yihong Wu
preprint en

Abstract

We establish structural properties of the nonparametric maximum likelihood estimator (NPMLE) for $d$-dimensional Gaussian mixtures whose means lie in a hypercube. We show that, with high probability, the NPMLE based on $n$ independent observations self-regularizes by fitting a mixture model with $O((\frac{\log n}{\log\log n})^d)$ components, achieving the optimal model complexity without explicit model selection. Furthermore, the NPMLE exhibits a structural adaptation property: For data drawn from a finite mixture, the number of fitted components is bounded in probability as $n\to\infty$. Our proof applies a multivariate Jensen-type bound to control the typical number of critical points of the KKT function associated with the first-order optimality conditions. The key step is to lower bound its gradient norm uniformly on complex spheres. We establish this lower bound by decomposing the KKT function into an empirical fluctuation term and a relative density estimation error term, combining small-ball probability estimates for the former with polynomial approximation and Hellinger error bounds for the latter.

arXiv (Cornell University)
Bayesian Methods and Mixture Models
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Self-regularization and structural adaptation of NPMLE for Gaussian mixture models in all dimensions — Yanjun Han, Yandi Shen, et al. · arXiv (Cornell University) (2026) | TGRS Research Map | TGRS