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On strong identifiability and convergence rates of parameter estimation in finite mixtures

机译:有限混合中参数估计的强可识别性和收敛速度

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This paper studies identifiability and convergence behaviors for parameters of multiple types, including matrix-variate ones, that arise in finite mixtures, and the effects of model fitting with extra mixing components. We consider several notions of strong identifiability in a matrix-variate setting, and use them to establish sharp inequalities relating the distance of mixture densities to the Wasserstein distances of the corresponding mixing measures. Characterization of identifiability is given for a broad range of mixture models commonly employed in practice, including location-covariance mixtures and location-covariance-shape mixtures, for mixtures of symmetric densities, as well as some asymmetric ones. Minimax lower bounds and rates of convergence for the maximum likelihood estimates are established for such classes, which are also confirmed by simulation studies.
机译:本文研究了有限混合中出现的多种类型参数(包括矩阵变量)的可识别性和收敛性,以及带有额外混合成分的模型拟合的效果。我们考虑了在矩阵变量设置中具有强可识别性的几种概念,并使用它们来建立与混合密度的距离与相应混合度量的Wasserstein距离相关的尖锐不等式。对于实践中通常使用的各种混合模型(包括位置-协方差混合物和位置-协方差形状混合物),对称密度的混合物以及一些非对称密度的混合物,给出了可识别性的表征。针对此类建立了最大似然估计的Minimax下界和收敛速率,这也得到了仿真研究的证实。

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