Gaussian mixture identifiability from degree 6 moments
We resolve most cases of identifiability from sixth-order moments for Gaussian mixtures on spaces of large dimensions. Our results imply that for a mixture of m Gaussians on an n-dimensional space, the means and covariances can be uniquely recovered from the mixture moments of degree 6, as long as m is bounded by some function in $\Omega(n^4)$. The constant hidden in the O-notation is optimal and equals the one in the upper bound from counting parameters. We give an argument that degree-4 moments never suffice in any nontrivial case, and we conduct some numerical experiments indicating that degree 5 is minimal for identifiability.
Authors
- Alexander Taveira Blomenhofer
Institutions
- Centrum Wiskunde & Informatica (NL)
Publication Details
- Journal
- Algebraic Statistics
- Published
- 2024-12-10
- DOI
- https://doi.org/10.2140/astat.2025.16.1
- Citations
- 1
- Primary Topic
- Algorithms and Data Compression
- Type
- article
- Field-Weighted Citation Impact
- 0.35
Funders
- Nederlandse Organisatie voor Wetenschappelijk Onderzoek