- Bryon Aragam, Chen Dan, Pradeep Ravikumar, E. Xing. 2018. Identifiability of Nonparametric Mixture Models and Bayes Optimal Clustering. Abstract: Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable by introducing a novel framework for clustering overfitted \emph{parametric} (i.e. misspecified) mixture models. These conditions generalize existing conditions in the literature, and are flexible enough to include for example mixtures of Gaussian mixtures. In contrast to the recent literature on estimating nonparametric mixtures, we allow for general nonparametric mixture components, and instead impose regularity assumptions on the underlying mixing measure. As our primary application, we apply these results to partition-based clustering, generalizing the well-known notion of a Bayes optimal partition from classical model-based clustering to nonparametric settings. Furthermore, this framework is constructive in that it yields a practical algorithm for learning identified mixtures, which is illustrated through several examples. The key conceptual device in the analysis is the convex, metric geometry of probability distributions on metric spaces and its connection to optimal transport and the Wasserstein convergence of mixing measures. The result is a flexible framework for nonparametric clustering with formal consistency guarantees.
