Mixture Proportion Estimation Beyond Irreducibility

Understand

The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture.

• Previous work on MPE adopts the irreducibility assumption, which ensures identifiablity of the mixture proportion.
• In this paper, we propose a more general sufficient condition that accommodates several settings of interest where irreducibility does not hold.
• We further present a resampling-based meta-algorithm that takes any existing MPE algorithm designed to work under irreducibility and adapts it to work under our more general condition.