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- W4288357029 abstract "We consider the problem of identifying a mixture of Gaussian distributions with same unknown covariance matrix by their sequence of moments up to certain order. Our approach rests on studying the moment varieties obtained by taking special secants to the Gaussian moment varieties, defined by their natural polynomial parametrization in terms of the model parameters. When the order of the moments is at most three, we prove an analogue of the Alexander-Hirschowitz theorem classifying all cases of homoscedastic Gaussian mixtures that produce defective moment varieties. As a consequence, identifiability is determined when the number of mixed distributions is smaller than the dimension of the space. In the two component setting we provide a closed form solution for parameter recovery based on moments up to order four, while in the one dimensional case we interpret the rank estimation problem in terms of secant varieties of rational normal curves." @default.
- W4288357029 created "2022-07-29" @default.
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- W4288357029 date "2019-05-13" @default.
- W4288357029 modified "2023-09-30" @default.
- W4288357029 title "Moment Identifiability of Homoscedastic Gaussian Mixtures" @default.
- W4288357029 doi "https://doi.org/10.48550/arxiv.1905.05141" @default.
- W4288357029 hasPublicationYear "2019" @default.
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