arXiv · 1611.03974
On approximations via convolution-defined mixture models
Abstract
An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture distribution is sufficiently complex. This fact is often not made concrete. We investigate and review theorems that provide approximation bounds for mixing distributions. Connections between the approximation bounds of mixing distributions and estimation bounds for the maximum likelihood estimator of finite mixtures of location- scale distributions are reviewed.
Explore related subjects
Keep this discovery
Hien D. Nguyen, Geoffrey J. McLachlan. 2016-11-12. On approximations via convolution-defined mixture models. https://arxiv.org/abs/1611.03974
Cite the original work for its findings. Save a collection to share your selection of sources.