Fast algorithms and (other) min-max optimal algorithms for mixed regression
ixture models represent the superposition of statistical processes, and are natural in machine learning and statistics. In mixed regression, the relationship between input and output is given by one of possibly several different (noisy) linear functions. Thus the solution encodes a combinatorial selection problem, and hence computing it is difficult in the worst case. Even in the average case, little is known in the realm of efficient algorithms with strong statistical guarantees. We give general conditions for linear convergence of…