Moment ideals of local Dirac mixtures

DOI10.1137/18M1219783MaRDI QIDQ5215532zbMATH OpenWikidataFDO

Authors Alexandros Grosdos Koutsoumpelias, Markus Wageringel

Publication date 12 February 2020

Published in SIAM Journal on Applied Algebra and Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.09934

zbMATH Keywords

Pareto distributionalgebraic statisticsDirac measureProny's methodlocal mixturemoment ideal

Mathematics Subject Classification ID

Point estimation (62F10) Numerical methods for trigonometric approximation and interpolation (65T40) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Computational aspects of algebraic surfaces (14Q10)

Abstract: In this paper we study ideals arising from moments of local Dirac measures and their mixtures. We provide generators for the case of first order local Diracs and explain how to obtain the moment ideal of the Pareto distribution from them. We then use elimination theory and Prony's method for parameter estimation of finite mixtures. Our results are showcased with applications in signal processing and statistics. We highlight the natural connections to algebraic statistics, combinatorics and applications in analysis throughout the paper.

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Cited in

(2)

• Moment varieties of Gaussian mixtures
• Moment identifiability of homoscedastic Gaussian mixtures

Describes a project that uses

Uses Software

• HomotopyContinuation
• Julia
• Mathematica
• Macaulay2

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