Convergence rates of parameter estimation for some weakly identifiable finite mixtures
若干弱可识别有限混合模型的参数估计收敛速率
We establish minimax lower bounds and maximum likelihood convergence rates of parameter estimation for mean-covariance multivariate Gaussian mixtures, shape-rate Gamma mixtures and some variants of finite mixture models, including the setting where the number of mixing components is bounded but unknown. These models belong to what we call “weakly identifiable” classes, which exhibit specific interactions among mixing parameters driven by the algebraic structures of the class…