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Inference of admixture proportions is a classical statistical problem in population genetics. Standard methods implicitly assume that both parents of an individual have the same admixture fraction. However, this is rarely the case in real data. In this paper we show that the distribution of admixture tract lengths in a genome contains information about the admixture proportions of the ancestors of an individual. We develop a Hidden Markov Model (HMM) framework for estimating the admixture proportions of the immediate ancestors of an individual, i.e. a type of decomposition of an individual's admixture proportions into further subsets of ancestral proportions in the ancestors. Based on a genealogical model for admixture tracts, we develop an efficient algorithm for computing the sampling probability of the genome from a single individual, as a function of the admixture proportions of the ancestors of this individual. This allows us to perform probabilistic inference of admixture proportions of ancestors only using the genome of an extant individual. We perform extensive simulations to quantify the error in the estimation of ancestral admixture proportions under various conditions. To illustrate the utility of the method, we apply it to real genetic data. Author summary: Ancestry inference is an important problem in genetics and is used commercially by a number of companies affecting millions of consumers of genetic ancestry tests. In this paper, we show that it is possible, not only to estimate the ancestry fractions of an individual, but also, with some uncertainty, to estimate the ancestry fractions of an individual's recent ancestors. For example, if an individual traces his/her ancestry 50% to Asia and 50% to Europe, it is possible to distinguish between the individual having two parents that each are 50:50 composites of Asian and European ancestry, or one parent from Asia and one from Europe. It is likewise also possible to make inferences about grandparents. We present a computationally efficient method for making such inferences called PedMix. PedMix is based on a probabilistic model for the descendant and the recent ancestors. PedMix infers admixture proportions of recent ancestors (parents, grandparents or even great grandparents) using whole-genome genetic variation data from a focal individual. Results on both simulated and real data show that PedMix performs reasonably well in most scenarios. [ABSTRACT FROM AUTHOR]