In the literature, finite mixture models were described as linear combinations of probability distribution functions having the form (Formula Presented), where wi were positive weights, Λ was a suitable normalising constant, and fi (x) were given probability density functions. The fact that f (x) is a probability density function followed naturally in this setting. Our question was: if we removed the sign condition on the coefficients wi, how could we ensure that the resulting function was a probability density function? The solution that we proposed employed an algorithm which allowed us to determine all zero-crossings of the function f (x). Consequently, we determined, for any specified set of weights, whether the resulting function possesses no such zero-crossings, thus confirming its status as a probability density function. In this paper, we constructed such an algorithm which was based on the definition of a suitable sequence of functions and that we called a generalized Budan-Fourier sequence; furthermore, we offered theoretical insights into the functioning of the algorithm and illustrated its efficacy through various examples and applications. Special emphasis was placed on generalized Gaussian mixture densities.
A generalized Budan-Fourier approach to generalized Gaussian and exponential mixtures / Bonaccorsi, Stefano; Hanzon, Bernard; Lombardi, Giulia. - In: AIMS MATHEMATICS. - ISSN 2473-6988. - 9:10(2024), pp. 26499-26537. [10.3934/math.20241290]
A generalized Budan-Fourier approach to generalized Gaussian and exponential mixtures
Bonaccorsi, Stefano;Hanzon, Bernard;Lombardi, Giulia
2024-01-01
Abstract
In the literature, finite mixture models were described as linear combinations of probability distribution functions having the form (Formula Presented), where wi were positive weights, Λ was a suitable normalising constant, and fi (x) were given probability density functions. The fact that f (x) is a probability density function followed naturally in this setting. Our question was: if we removed the sign condition on the coefficients wi, how could we ensure that the resulting function was a probability density function? The solution that we proposed employed an algorithm which allowed us to determine all zero-crossings of the function f (x). Consequently, we determined, for any specified set of weights, whether the resulting function possesses no such zero-crossings, thus confirming its status as a probability density function. In this paper, we constructed such an algorithm which was based on the definition of a suitable sequence of functions and that we called a generalized Budan-Fourier sequence; furthermore, we offered theoretical insights into the functioning of the algorithm and illustrated its efficacy through various examples and applications. Special emphasis was placed on generalized Gaussian mixture densities.File | Dimensione | Formato | |
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