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Gaussian Mixture Identifiability from degree 6 Moments

Abstract

We resolve most cases of identifiability from sixth-order moments for Gaussian mixtures on spaces of large dimensions. Our results imply that the parameters of a generic mixture of mO(n4) m\leq\mathcal{O}(n^4) Gaussians on Rn \mathbb R^n can be uniquely recovered from the mixture moments of degree 6. The constant hidden in the O \mathcal{O} -notation is optimal and equals the one in the upper bound from counting parameters. We give an argument that degree-4 moments never suffice in any nontrivial case, and we conduct some numerical experiments indicating that degree 5 is minimal for identifiability.

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