Workshop
Method of Moments for Gaussian Mixture Models
- Julia Lindberg (University of Wisconsin-Madison, Madison, USA)
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. Using monodromy, polyhedral and parameter homotopy methods, 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.
