Estimating Gaussian mixtures using sparse polynomial moment systems

Abstract: The method of moments is a statistical technique for density estimation that solves a system of moment equations to estimate the parameters of an unknown distribution. A fundamental question critical to understanding identifiability asks how many moment equations are needed to get finitely many solutions and how many solutions there are. We answer this question for classes of Gaussian mixture models using the tools of polyhedral geometry. Using these results, we present a homotopy method to perform parameter recovery, and therefore density estimation, for high dimensional Gaussian mixture models. The number of paths tracked in our method scales linearly in the dimension.

machine learningmathematical physicscommutative algebraalgebraic geometryalgebraic topologycombinatoricsdifferential geometrynumber theoryrepresentation theory

Audience: researchers in the topic

Machine Learning Seminar

Series comments: Online machine learning in pure mathematics seminar, typically held on Wednesday. This seminar takes place online via Zoom.

For recordings of past talks and copies of the speaker's slides, please visit the seminar homepage at: kasprzyk.work/seminars/ml.html