Partial Differential Equation Barriers to Identifiability in Infinite Mixture Models

Abstract

We study identifiability of mixing measures in infinite mixture models. We show that, in many common cases, lack of identifiability can be characterized in terms of certain differential structures of the kernel family with respect to its parameters. In our main results, we prove that when the kernel is annihilated by a non-trivial differential or difference-differential operator over the parameter space, there exist infinitely many distinct mixing measures yielding the same mixture density. We give verifiable conditions for such operators to exist, covering many common cases, including the location-scale Gaussian, location-scale Student-t, Gamma, Beta, Dirichlet, negative binomial and non-central Chi-squared families. Furthermore, our conditions apply to any exponential family whose parameter dimension exceeds the dimension of its sufficient statistic and, more generally, to kernels with polynomially-growing score functions. We complement our results with a minimax lower bound on the estimation error for the mixing measure in the Wasserstein distance under non-identifiability. On the flips side, we describe three classes of kernels for which identifiability is preserved and nonparametric statistical inference remains possible.