CONVERGENCE OF DE FINETTI'S MIXING MEASURE IN LATENT STRUCTURE MODELS FOR OBSERVED EXCHANGEABLE SEQUENCES

• 成果类型: Article
• 署名作者: Wei, Yun; Nguyen, XuanLong
• 署名单位: University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/21-AOS2120
• 发表日期: 2022
• 页码: 1859-1889
• 关键词: parameter-estimation; nonparametric-estimation; strong identifiability; posterior contraction; finite mixtures; rates; inference

摘要

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty about the latent parameters representing heterogeneity. In this paper, posterior contraction theorems for de Finetti's mixing measure arising from finite mixtures of product distributions will be established; under the setting the number of exchangeable sequences of observed variables increases while sequence length(s) may be either fixed or varied. The role of both the number of sequences and the sequence lengths will be carefully examined. In order to obtain concrete rates of convergence, a first-order identifiability theory for finite mixture models and a family of sharp inverse bounds for mixtures of product distributions will be developed via a harmonic analysis of such latent structure models. This theory is applicable to broad classes of probability kernels composing the mixture model of product distributions for both continuous and discrete domain X. Examples of interest include the case the probability kernel is only weakly identifiable in the sense of (Ann. Statist. 44 (2016) 2726-2755), the case where the kernel is itself a mixture distribution as in hierarchical models, and the case the kernel may not have a density with respect to a dominating measure on an abstract domain X, such as Dirichlet processes.