Skip to main content

All Questions

Tagged with
Filter by
Sorted by
Tagged with
2 votes
5 answers
541 views

Finding $\sum_i x_i$ given $\{\sum_i x_i^{2n}\}_{n\in \mathbb{N}}$

Can we find $\sum_i x_i$ given $\{\sum_i x_i^{2n}\}_{n\in \mathbb{N}}$, assuming $\{x_i\}_{i\in\mathbb{N}}$ is a set of positive real numbers? Perhaps an easier question is, can we find $\sum_i x_i$ ...
CWC's user avatar
  • 433
3 votes
0 answers
111 views

Cumulants as coefficients of degree-n polynomial and conditions for real roots

In a $(n-1)$-degree polynomial, $P_{n-1}(z) = c_{n-1} z^{n-1} + c_{n-2} z^{n-2} + \ldots + c_0$, defined by, \begin{equation} P_{n-1}(z) = \sum\limits_{i=1}^n \, \prod\limits_{j=1,j\neq i}^n (z-x_j) \...
nGlacTOwnS's user avatar
3 votes
1 answer
221 views

Generalized moment problem for discrete distributions

Consider the discrete distribution $\mu = \sum_{i = 0}^{n - 1} \delta(x - x_i)$ with all $a \leq x_0 < \ldots < x_{n - 1} \leq b$ and $[a, b] \in \mathbb{R}$. Suppose that $u_0(x), \ldots, u_n(x)...
harharkh's user avatar
8 votes
2 answers
2k views

Moment matching: construction of a mixture of Gaussian distribution with lower moments identical to Gaussian

This is a question related to the statistical model behind independent component analysis (ICA). We assume that $Z \sim N(0,1)$. Our goal is to construct a random variable $X$ that follows a ...
Minkov's user avatar
  • 1,127