Identifiability and Estimation for Unlabeled Finite Mixtures under Marginal Independence

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arXiv:2606.07914v2 Announce Type: replace-cross Abstract: We study component recovery and mixing-matrix estimation from unlabeled finite mixtures whose observable distributions share the same latent components but have unknown mixing weights. The main identifying signal is marginal independence: each component is assumed to be independent on at least one coordinate pair, but no labels, clean component samples, or mixing weights are observed. We first prove a structural result for product components: under a subset-rank condition on the spans of the univariate marginals, any independent affine combination of the components must coincide with a single component. We then extend this principle to observable mixtures and show that, under the corresponding subset-rank, full-rank, and no-cancellation conditions, marginally independent affine combinations recover the corresponding latent components. When every component is independent on some coordinate pair, all components are identifiable, and the mixing matrix is recoverable under the stated completion conditions. Finally, we propose a Product-Marginal Maximum Mean Discrepancy (PM-MMD) estimator over affine combinations of the observable mixtures and prove uniform convergence and stability under approximate marginal independence. This framework also separates the empirical roles of the assumptions: irreducibility is, in general, not directly testable from the unlabeled mixtures alone, whereas marginal independence yields a candidate-level diagnostic through held-out PM-MMD. Controlled and flow-cytometry experiments show when …

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