Papers › Moment Estimation for Nonparametric Mixture Models Through Implicit Tensor Decomposition

Moment Estimation for Nonparametric Mixture Models Through Implicit Tensor Decomposition

25 Oct 2022arXiv:2210.14386archive 2025-07-28

Yifan Zhang, Joe Kileel

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in ℝⁿ, without parameterizing the distributions. Following the method of moments, we tackle an incomplete tensor decomposition problem to learn the mixing weights and componentwise means. Then we compute the cumulative distribution functions, higher moments and other statistics of the component distributions through linear solves. Crucially for computations in high dimensions, the steep costs associated with high-order tensors are evaded, via the development of efficient tensor-free operations. Numerical experiments demonstrate the competitive performance of the algorithm, and its applicability to many models and applications. Furthermore we provide theoretical analyses, establishing identifiability from low-order moments of the mixture and guaranteeing local linear convergence of the ALS algorithm.

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Tensor Decomposition

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ALS

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