Moment ideals of local Dirac mixtures

DOI10.1137/18M1219783zbMATH Open1436.13059arXiv1809.09934WikidataQ126403553 ScholiaQ126403553MaRDI QIDQ5215532FDOQ5215532

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)

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.

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

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• scientific article; zbMATH DE number 4003247

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)

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Cited In (2)

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

Uses Software

• Macaulay2
• Mathematica
• Julia
• HomotopyContinuation

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