Moment varieties from inverse Gaussian and gamma distributions
Algebraic Geometry
2024-12-04 v2 Commutative Algebra
Statistics Theory
Statistics Theory
Abstract
Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In particular, we realize the moment varieties as determinantal varieties and find their degrees and singularities. We also provide computational evidence for algebraic identifiability of mixtures, and study the identifiability degree and Euclidean distance degree.
Keywords
Cite
@article{arxiv.2312.10433,
title = {Moment varieties from inverse Gaussian and gamma distributions},
author = {Oskar Henriksson and Lisa Seccia and Teresa Yu},
journal= {arXiv preprint arXiv:2312.10433},
year = {2024}
}
Comments
22 pages; added preliminaries section and fixed typos