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Scalable Minimum-Volume Simplex Estimation with Non-asymptotic Analysis

LI, Jun et al.
arXiv (All) · Papers
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We study the estimation of a $K$-dimensional simplex from $N$ i.i.d.\ points sampled uniformly from its interior; the observations are convex combinations of $K+1$ unknown prototypes. Existing polynomial-time estimators need cubic per-sample work or $O(NK)$ storage and are impractical at $N\sim 10^6
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