At least seven modes in a heteroscedastic three-component bivariate Gaussian mixture

Abstract

A Gaussian mixture density can have more modes than components. It has been conjectured that the maximum number of modes of a $d$-variate $k$-component Gaussian mixture density is $\left(\genfrac{}{}{0ex}{}{d+k-1}{d}\right)$, which equals six for $(d,k)=(2,3)$. We construct an explicit family of equally weighted heteroscedastic three-component bivariate Gaussian mixture densities with at least seven distinct nondegenerate modes, showing that this conjectured upper bound fails for $(d,k)=(2,3)$. To the best of our knowledge, this provides the first counterexample to the conjecture across all pairs $(d,k)$.

10 pages, 3 figures