Zhao-Zhao Zeng

Scalable Minimum-Volume Simplex Estimation with Non-asymptotic Analysis

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 $N\sim 10^6$--$10^8$. We propos...