High-Dimensional Gaussian Mixture
The dataset is a mixture of 4 equally weighted isotropic Gaussians p⋆ i = N (µi, Id) where the µi are defined as µ1 = a × (1, 1, 1,..., 1, 1, 1), µ2 = a × (−1, −1, −1,..., 1, 1, 1), µ2 = −µ2 and µ4 = −µ1 and a = 0.5919.
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