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