Physical Sciences and Mathematics Commons^™

Nonparametric Identifiability Of Finite Mixture Models With Covariates For Estimating Error Rate Without A Gold Standard, Zheyu Wang, Xiao-Hua Zhou

UW Biostatistics Working Paper Series

Finite mixture models provide a flexible framework to study unobserved entities and have arisen in many statistical applications. The flexibility of these models in adapting various complicated structures makes it crucial to establish model identifiability when applying them in practice to ensure study validity and interpretation. However, researches to establish the identifiability of finite mixture model are limited and are usually restricted to a few specific model configurations. Conditions for model identifiability in the general case have not been established. In this paper, we provide conditions for both local identifiability and global identifiability of a finite mixture model. The former …