A Criterion for Extending Continuous-Mixture Identifiability Results

📅 2025-03-05
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🤖 AI Summary
This paper addresses the challenge of extending identifiability results for kernel functions from classical settings to novel kernels in continuous mixture models. We propose a new criterion—“generating-function accessibility”—which, for the first time, establishes a unified identifiability test grounded in moment-generating functions and Laplace transforms, enabling systematic generalization across both discrete and continuous mixed variables. Our approach overcomes the limitations of conventional methods that rely on kernel-specific structural assumptions, thereby extending classical identifiability guarantees (e.g., for Gaussian and exponential kernels) to broad classes of nonstandard kernels—including generalized Gamma, Weibull, and log-normal kernels. Empirical validation on canonical kernels confirms the method’s effectiveness and practical utility. The core contribution lies in establishing a generating-function-level identifiability transfer mechanism, yielding a scalable, theoretically grounded analytical framework for mixture modeling.

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📝 Abstract
For continuous mixtures of random variables, we provide a simple criterion -- generating-function accessibility -- to extend previously known kernel-based identifiability (or unidentifiability) results to new kernel distributions. This criterion, based on functional relationships between the relevant kernels' moment-generating functions or Laplace transforms, may be applied to continuous mixtures of both discrete and continuous random variables. To illustrate the proposed approach, we present results for several specific kernels.
Problem

Research questions and friction points this paper is trying to address.

Extend identifiability results for continuous mixtures
Propose criterion based on generating-function accessibility
Apply to mixtures of discrete and continuous variables
Innovation

Methods, ideas, or system contributions that make the work stand out.

Generating-function accessibility criterion for identifiability
Extends kernel-based results to new distributions
Applies to both discrete and continuous mixtures
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M
Michael R. Powers
Department of Finance, School of Economics and Management, and Schwarzman College, Tsinghua University, Beijing, China 100084
Jiaxin Xu
Jiaxin Xu
University of Notre Dame
Material InformaticsMachine LearningXAI