Mixture decompositions of exponential families using a decomposition of their sample spaces

MaRDI QIDQ4917828zbMATH OpenFDO

Authors Guido Montúfar

Publication date 2 May 2013

Full work available at URL https://arxiv.org/abs/1008.0204, http://www.kybernetika.cz/content/2013/1/23

zbMATH Keywords

mixture modelperfect codemarginal polytopenon-negative tensor rank

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Distribution theory (60E99)

Abstract: We study the problem of finding the smallest $m$ such that every element of an exponential family can be written as a mixture of $m$ elements of another exponential family. We propose an approach based on coverings and packings of the face lattice of the corresponding convex support polytopes and results from coding theory. We show that $m=q^{N-1}$ is the smallest number for which any distribution of $N$ $q$-ary variables can be written as mixture of $m$ independent $q$-ary variables. Furthermore, we show that any distribution of $N$ binary variables is a mixture of $m=2^{N-(k+1)}(1+1/(2^k-1))$ elements of the $k$-interaction exponential family.

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Cited in

(6)

• Information geometry on hierarchy of probability distributions
• When does a mixture of products contain a product of mixtures?
• Universal Approximation Depth and Errors of Narrow Belief Networks with Discrete Units
• Dimension of Marginals of Kronecker Product Models
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Hierarchical models as marginals of hierarchical models

Describes a project that uses

Uses Software

• PRMLT
• polymake

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