2024/09/27 by Oskar Henriksson, Henriksson, Oskar, Kristian Ranestad +5
Computer Science · Mathematics · Economics, Econometrics and Finance · #Bayesian Methods and Mixture Models #advanced mathematical theories #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2409.18421
We show that the parameters of a k-mixture of inverse Gaussian or gamma distributions are algebraically identifiable from the first 3k-1 moments, and rationally identifiable from the first 3k+2 moments. Our proofs are based on Terracini's classification of defective surfaces, careful analysis of the intersection theory of moment varieties, and a recent result on sufficient conditions for rational identifiability of secant varieties by Massarenti--Mella.