Papers › Moment varieties from inverse Gaussian and gamma distributions
Moment varieties from inverse Gaussian and gamma distributions
Oskar Henriksson, Lisa Seccia, Teresa Yu
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Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In particular, we realize the moment varieties as determinantal varieties and find their degrees and singularities. We also provide computational evidence for algebraic identifiability of mixtures, and study the identifiability degree and Euclidean distance degree.
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