Gaussian Mixture Identifiability from degree 6 Moments
Algebraic Geometry
2024-12-11 v1 Statistics Theory
Statistics Theory
Abstract
We resolve most cases of identifiability from sixth-order moments for Gaussian mixtures on spaces of large dimensions. Our results imply that the parameters of a generic mixture of Gaussians on can be uniquely recovered from the mixture moments of degree 6. The constant hidden in the -notation is optimal and equals the one in the upper bound from counting parameters. We give an argument that degree-4 moments never suffice in any nontrivial case, and we conduct some numerical experiments indicating that degree 5 is minimal for identifiability.
Cite
@article{arxiv.2307.03850,
title = {Gaussian Mixture Identifiability from degree 6 Moments},
author = {Alexander Taveira Blomenhofer},
journal= {arXiv preprint arXiv:2307.03850},
year = {2024}
}
Comments
22 pages