Algebraic identifiability of Gaussian mixtures

DOI10.1093/IMRN/RNX090MaRDI QIDQ4619469zbMATH OpenOpenAlexFDO

Authors Kristian Ranestad, Bernd Sturmfels, Carlos Enrique Améndola Cerón

Publication date 6 February 2019

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.01129

zbMATH Keywords

Gaussian mixturesidentifiabilitysecant varieties

Mathematics Subject Classification ID

Rational and unirational varieties (14M20) Computational aspects of algebraic surfaces (14Q10)

Abstract: We prove that all moment varieties of univariate Gaussian mixtures have the expected dimension. Our approach rests on intersection theory and Terracini's classification of defective surfaces. The analogous identifiability result is shown to be false for mixtures of Gaussians in dimension three and higher. Their moments up to third order define projective varieties that are defective. Our geometric study suggests an extension of the Alexander-Hirschowitz Theorem for Veronese varieties to the Gaussian setting.

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(18)

• Moment varieties of measures on polytopes
• Moment identifiability of homoscedastic Gaussian mixtures
• On the Terracini locus of projective varieties
• Book review of: S. Sullivant, Algebraic statistics
• Moment varieties of Gaussian mixtures
• Varieties of signature tensors
• Moment ideals of local Dirac mixtures
• Identifying the number of components in Gaussian mixture models using numerical algebraic geometry
• The multidimensional truncated moment problem: Gaussian and log-normal mixtures, their Carathéodory numbers, and set of atoms
• Autocovariance varieties of moving average random fields
• Discrete Gaussian distributions via theta functions
• An application of classical invariant theory to identifiability in nonparametric mixtures.
• Identifiability of Finite Mixtures of Elliptical Distributions
• Injectivity of real rational mappings: the case of a mixture of two Gaussian laws
• Gaussian mixtures closest to a given measure via optimal transport
• Finiteness for the \(k\)-factor model and chirality varieties
• From non-defectivity to identifiability
• Bronowski's conjecture and the identifiability of projective varieties

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Uses Software

• Macaulay2

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