preprintarxiv
LearningGaussianMixtureswithGeneralisedLinear Models: PreciseAsymptoticsinHigh-dimensions
We exemplify our result in two tasks of interest in statistical learning: a) classification for a mixture with sparse means, wherewestudytheefficiencyof `1penaltywithrespectto `2;b)max-marginmulticlass classification, where we characterise the phase transition on the existence ofthemulti-class logistic maximum likelihood estimator forK >2.