Uniform consistency in nonparametric mixture models

DOI10.1214/22-AOS2255arXiv2108.14003OpenAlexW4360879527MaRDI QIDQ6042350FDOQ6042350

Authors: Bryon Aragam, Ruiyi Yang 

Publication date: 10 May 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error distributions are assumed to be convolutions of a Gaussian density. We construct uniformly consistent estimators under general conditions while simultaneously highlighting several pain points in extending existing pointwise consistency results to uniform results. The resulting analysis turns out to be nontrivial, and several novel technical tools are developed along the way. In the case of mixed regression, we prove $L^1$ convergence of the regression functions while allowing for the component regression functions to intersect arbitrarily often, which presents additional technical challenges. We also consider generalizations to general (i.e. non-convolutional) nonparametric mixtures.

Full work available at URL: https://arxiv.org/abs/2108.14003

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zbMATH Keywords

mixture modelsnonparametric estimationuniform consistencymixed regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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• A new representation method for probability distributions of multimodal and irregular data based on uniform mixture model
• UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL

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