Mixture Decompositions using a Decomposition of the Sample Space

We present a scheme for decomposing joint probability distributions of binary random variables as mixtures of other distributions: , where , , and the belong to some exponential family. We characterize subsets of the sample space for which any distribution with support therein can be used as mixture component from an exponential family. This allows us to derive bounds for the minimal number of mixture components from a hierarchy of exponential families which is sufficient to represent any distribution, and bounds for the number of mixture components necessary to represent distributions with arbitrary correlations up to a given order. We show in particular that every distribution on can be written as a mixture of independent distributions whenever , and furthermore, that there are distributions which cannot be written as a mixture of less than independent distributions. We find also that a number of mixture components from the exponential family with interaction order is sufficient to represent any distribution.
View on arXiv