Mixture Proportion Estimation Beyond Irreducibility
Abstract
The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which ensures identifiablity of the mixture proportion. In this paper, we propose a more general sufficient condition that accommodates several settings of interest where irreducibility does not hold. We further present a resampling-based meta-algorithm that takes any existing MPE algorithm designed to work under irreducibility and adapts it to work under our more general condition. Our approach empirically exhibits improved estimation performance relative to baseline methods and to a recently proposed regrouping-based algorithm.
Cite
Text
Zhu et al. "Mixture Proportion Estimation Beyond Irreducibility." International Conference on Machine Learning, 2023.Markdown
[Zhu et al. "Mixture Proportion Estimation Beyond Irreducibility." International Conference on Machine Learning, 2023.](https://mlanthology.org/icml/2023/zhu2023icml-mixture/)BibTeX
@inproceedings{zhu2023icml-mixture,
title = {{Mixture Proportion Estimation Beyond Irreducibility}},
author = {Zhu, Yilun and Fjeldsted, Aaron and Holland, Darren and Landon, George and Lintereur, Azaree and Scott, Clayton},
booktitle = {International Conference on Machine Learning},
year = {2023},
pages = {42962-42982},
volume = {202},
url = {https://mlanthology.org/icml/2023/zhu2023icml-mixture/}
}