Non-negativity and zero isolation for generalized mixtures of densities

Abstract

In the literature, finite mixture models are described as linear combinations of probability distribution functions having the form $f(x)=\Lambda \sum _{i=1}^n{w}_i{f}_i(x)$, $x\in \mathbb{R}$, where $w_i$ are positive weights, $\Lambda$ is a suitable normalising constant and $f_i(x)$ are given probability density functions. The fact that $f(x)$ is a probability density function follows naturally in this setting. Our question is: what happens when we remove the sign condition on the coefficients $w_i$? The answer is that it is possible to determine the sign pattern of the function $f(x)$ by an algorithm based on finite sequence that we call a generalized Budan-Fourier sequence. In this paper we provide theoretical motivation for the functioning of the algorithm, and we describe with various examples its strength and possible applications.

24 pages, 5 figures