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May 27, 2021 at 14:31 comment added Ze-Nan Li @leomonsaingeon Thanks for the hint.
May 27, 2021 at 11:02 comment added leo monsaingeon Inside a big ball you can use Young/Cauchy-Schwarz to bound $L^2\lesssim L^1$. And outside of a big ball your mixtures behave essentially as the single Gaussian with the smallest $\sigma$, so you can compare $L^2$ and $L^1$ explicitly. Then you should take care of the details, optimizing the radius of the ball, taking into account the shifts $\mu_i=\mu_j$ etc, but I guess this should work
May 27, 2021 at 10:03 comment added Ze-Nan Li @leomonsaingeon, thanks for the comment. Actually, I want to find an inequality relation between $L_1$ and $L_2$ distance, and how could I attain these upper and lower bounds?
May 27, 2021 at 8:52 comment added leo monsaingeon What kind of relationship are you hoping for? an upper and lower bound should be attainable, but the constants would depend (plausibly, I guess) on the "diameter" $\max_{i,k} |\mu_k-\mu_i|$ as well as on the ratio $\frac{\min_j \sigma_j}{\max_j\sigma_j}$ (hopefully not on $K,N$).
May 27, 2021 at 2:23 history asked Ze-Nan Li CC BY-SA 4.0