English

The multidimensional truncated Moment Problem: Shape and Gaussian Mixture Reconstruction from Derivatives of Moments

Functional Analysis 2019-07-17 v2 Algebraic Geometry Probability Statistics Theory Statistics Theory

Abstract

In this paper we introduce the theory of derivatives of moments and (moment) functionals to represent moment functionals by Gaussian mixtures, characteristic functions of polytopes, and simple functions of polytopes. We study, among other measures, Gaussian mixtures, their reconstruction from moments and especially the number of Gaussians needed to represent moment functionals. We find that there are moment functionals L:R[x1,,xn]2dRL:\mathbb{R}[x_1,\dots,x_n]_{\leq 2d}\to\mathbb{R} which can be represented by a sum of (n+2dn)n(n+dn)+(n2)\binom{n+2d}{n} - n\cdot \binom{n+d}{n} + \binom{n}{2} Gaussians but not less. Hence, for any dNd\in\mathbb{N} and ε>0\varepsilon>0 we find an nNn\in\mathbb{N} such that LL can be represented by a sum of (1ε)(n+2dn)(1-\varepsilon)\cdot\binom{n+2d}{n} Gaussians but not less. An upper bound is (n+2dn)1\binom{n+2d}{n}-1.

Keywords

Cite

@article{arxiv.1907.00790,
  title  = {The multidimensional truncated Moment Problem: Shape and Gaussian Mixture Reconstruction from Derivatives of Moments},
  author = {Philipp J. di Dio},
  journal= {arXiv preprint arXiv:1907.00790},
  year   = {2019}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1903.00598. Author note: This is part II of arXiv:1903.00598. arXiv:1903.00598 was extended and splitting it into two parts was necessary. Part I contains the Caratheodory number from Hilbert functions parts (now arXiv:1903.00598v2). Part II contains the (Gaussian) mixtures and shape reconstruction from derivatives of moments parts