The local geometry of finite mixtures

Mathematics – Statistics Theory

Scientific paper

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25 pages

Scientific paper

We introduce a technique to obtain local (bracketing) metric entropy bounds for subsets of a normed vector space from global entropy bounds. Using this method, we establish that for q>=1, the class of convex combinations of q translates of a probability density has finite local doubling dimension under a smoothness assumption. The proof requires a detailed investigation of the local geometry of mixture classes, which is of independent interest.

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