Convergence of the EM algorithm via proximal techniques
Statistics Theory
2026-01-06 v1 Statistics Theory
Abstract
We investigate convergence of the expectation maximization algorithm by representing it as a generalized proximal method. Convergence of iterates and not just in value is investigated under natural hypotheses such as definability of the incomplete data log-likelihood in the sense of o-minimal structure theory.
Cite
@article{arxiv.2601.02252,
title = {Convergence of the EM algorithm via proximal techniques},
author = {Dominikus Noll},
journal= {arXiv preprint arXiv:2601.02252},
year = {2026}
}
Comments
29 pages