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Department of Mathematics,
University of California San Diego

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Math 278C - Optimization and Data Science

Julia Lindberg

University of Wisconsin-Madison

The Method of Moments for Gaussian Mixture Models

Abstract:

The method of moments is a statistical method for density estimation that equates sample moments to moment equations for a given family of densities. When the underlying distribution is assumed to be a convex combination of Gaussian densities, the resulting moment equations are polynomial in the density parameters. We examine the asymptotic behavior of the variety stemming from these equations as the number of components and the dimension of each component increases. This is joint work with Jose Israel Rodriguez and Carlos Amendola.

Hosts: Kisun Lee, Jiawang Nie

October 6, 2021

3:00 PM

Zoom Meeting ID: 991 9807 8858 Password: 278CFA21

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