PMODE: Theoretically Grounded and Modular Mixture Modeling

๐Ÿ“… 2025-08-29
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๐Ÿค– AI Summary
This work addresses key challenges in mixture distribution modelingโ€”namely, the difficulty of integrating parametric and nonparametric approaches, poor compatibility across diverse distribution families (e.g., Gaussian, Poisson, kernel density), and limited scalability to high dimensions. To this end, we propose PMODE, a theoretically grounded, modular framework for mixture density estimation. PMODE partitions data into blocks and performs localized density estimation, seamlessly combining parametric and nonparametric components from heterogeneous distribution families while guaranteeing near-optimal convergence rates. Building upon this, we introduce MV-PMODE, an extension enabling scalable application to thousands of dimensions. Empirically, on the CIFAR-10 anomaly detection task, MV-PMODE achieves performance competitive with state-of-the-art deep generative models. This demonstrates a unified advance in modeling expressivity, theoretical rigor, and high-dimensional scalability.

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๐Ÿ“ Abstract
We introduce PMODE (Partitioned Mixture Of Density Estimators), a general and modular framework for mixture modeling with both parametric and nonparametric components. PMODE builds mixtures by partitioning the data and fitting separate estimators to each subset. It attains near-optimal rates for this estimator class and remains valid even when the mixture components come from different distribution families. As an application, we develop MV-PMODE, which scales a previously theoretical approach to high-dimensional density estimation to settings with thousands of dimensions. Despite its simplicity, it performs competitively against deep baselines on CIFAR-10 anomaly detection.
Problem

Research questions and friction points this paper is trying to address.

Develops modular mixture modeling framework for diverse distributions
Achieves near-optimal estimation rates across different distribution families
Scales high-dimensional density estimation to thousands of dimensions
Innovation

Methods, ideas, or system contributions that make the work stand out.

Modular mixture modeling framework
Partitions data for separate estimators
Scales to high-dimensional density estimation
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