vix.ing · top · new · best · stats · spec

Identifiability and Estimation in High-Dimensional Nonparametric Latent Structure Models

2025/06/10 by Yichen Lyu, Lyu, Yichen, Pengkun Yang +1
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2506.09165

openalex publication_date 2025/06/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework applicable to diverse statistical settings. Our results rigorously demonstrate how increased dimensionality, coupled with diversity in variables, inherently facilitates identifiability. For the estimation problem, we establish near-optimal minimax rate bounds for the high-dimensional nonparametric density estimation under latent structures with smooth marginals. Contrary to the conventional curse of dimensionality, our sample complexity scales only polynomially with the dimension. Additionally, we develop a perturbation theory for component recovery and propose a recovery procedure based on simultaneous diagonalization.

Citations

Cited by

Related