Quotient EM under Misspecification:Tight Local Rates and Finite-Sample Bounds in General Integral Probability Metrics

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Authors: Koustav Mallik
Cited by: 0

Abstract

We study the expectation-maximization (EM) algorithm for general latent-variable models under (i) distributional misspecification and (ii) nonidentifiability induced by a group action. We formulate EM on the quotient parameter space and measure error using an arbitrary integral probability metric (IPM). Our main results give (a) a sharp local linear convergence rate for population EM governed by the spectral radius of the linearization on a local slice, and (b) tight finite-sample bounds for sample EM obtained via perturbed contraction inequalities and generic chaining/entropy control of EM-induced empirical processes.

Fields of Study & Subjects

Statistical Mechanics and Entropy Markov Chains and Monte Carlo Methods Bayesian Modeling and Causal Inference

Publication details

Journal / source
arXiv (Cornell University)
Publication date
3 January 2026
Document type
Preprint