Global Convergence of EM Algorithm for Mixtures of Two Component Linear Regression
Not on the map. Why?
Abstract (arXiv)
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that EM enjoys global convergence for Gaussian Mixture Models. For Mixed Linear Regression, however, only local convergence results have been established, and those only for the high SNR regime. We show here that EM converges for mixed linear regression with two components (it is known that it may fail to converge for three or more), and moreover that this convergence holds for random initialization. Our analysis reveals that EM exhibits very different behavior in Mixed Linear Regression from its behavior in Gaussian Mixture Models, and hence our proofs require the development of several new ideas.
Key facts. Cited by 25 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Oct 2018.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 4; 2022: 6; 2023: 8; 2024: 6; 2025: 0; 2026: 1.
25 papers.
Sort:
By area:
- 2023Demystifying Softmax Gating Function in Gaussian Mixture of Expertscited by 33
- 2023Statistical Perspective of Top-K Sparse Softmax Gating Mixture of Expertscited by 28
- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Expertscited by 23
- 2022Refined Convergence Rates for Maximum Likelihood Estimation under Finite Mixture Modelscited by 22
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Expertscited by 17
- 2022On Learning Mixture of Linear Regressions in the Non-Realizable Settingcited by 10
- 2022Prediction Sets for High-Dimensional Mixture of Experts Modelscited by 8
- 2021A Wasserstein Minimax Framework for Mixed Linear Regressioncited by 7
- 2021The EM Algorithm is Adaptively-Optimal for Unbalanced Symmetric Gaussian Mixturescited by 6
- 2024Toward Global Convergence of Gradient EM for Over-Parameterized Gaussian Mixture Modelscited by 6
- 2023Imbalanced Mixed Linear Regressioncited by 3
- 2021High-Dimensional Differentially-Private EM Algorithm: Methods and Near-Optimal Statistical Guaranteescited by 2
13 more
- 2022Support Recovery in Mixture Models with Sparse Parameterscited by 2
- 2022Beyond EM Algorithm on Over-specified Two-Component Location-Scale Gaussian Mixturescited by 2
- 2022EM's Convergence in Gaussian Latent Tree Modelscited by 2
- 2024Online Learning and Information Exponents: On The Importance of Batch size, and Time/Complexity Tradeoffscited by 2
- 2024Learning Mixtures of Experts with EM: A Mirror Descent Perspectivecited by 2
- 2021Efficient Algorithms for Estimating the Parameters of Mixed Linear Regression Modelscited by 1
- 2023Sharp analysis of EM for learning mixtures of pairwise differencescited by 1
- 2023EM for Mixture of Linear Regression with Clustered Datacited by 1
- 2023Global Convergence of Online Identification for Mixed Linear Regressioncited by 1
- 2024Agnostic Learning of Mixed Linear Regressions with EM and AM Algorithmscited by 1
- 2024In-context Learning for Mixture of Linear Regressions: Existence, Generalization and Training Dynamicscited by 1
- 2024Fast convergence of a Federated Expectation-Maximization Algorithmcited by 0
- 2026Expectation Maximization (EM) Converges for General Agnostic Mixturescited by 0
- 2026Expectation Maximization (EM) Converges for General Agnostic Mixtures7 Apr 2026
- 2024Learning Mixtures of Experts with EM: A Mirror Descent Perspective9 Nov 2024
- 2024In-context Learning for Mixture of Linear Regressions: Existence, Generalization and Training Dynamics18 Oct 2024
- 2024Fast convergence of a Federated Expectation-Maximization Algorithm11 Aug 2024
- 2024Toward Global Convergence of Gradient EM for Over-Parameterized Gaussian Mixture Models29 Jun 2024
- 2024Online Learning and Information Exponents: On The Importance of Batch size, and Time/Complexity Tradeoffs4 Jun 2024
- 2024Agnostic Learning of Mixed Linear Regressions with EM and AM Algorithms3 Jun 2024
- 2023Global Convergence of Online Identification for Mixed Linear Regression30 Nov 2023
- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Experts22 Oct 2023
- 2023Statistical Perspective of Top-K Sparse Softmax Gating Mixture of Experts25 Sep 2023
- 2023EM for Mixture of Linear Regression with Clustered Data22 Aug 2023
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Experts12 May 2023
13 more
- 2023Demystifying Softmax Gating Function in Gaussian Mixture of Experts5 May 2023
- 2023Sharp analysis of EM for learning mixtures of pairwise differences20 Feb 2023
- 2023Imbalanced Mixed Linear Regression29 Jan 2023
- 2022EM's Convergence in Gaussian Latent Tree Models21 Nov 2022
- 2022Prediction Sets for High-Dimensional Mixture of Experts Models30 Oct 2022
- 2022On Learning Mixture of Linear Regressions in the Non-Realizable Setting26 May 2022
- 2022Beyond EM Algorithm on Over-specified Two-Component Location-Scale Gaussian Mixtures23 May 2022
- 2022Support Recovery in Mixture Models with Sparse Parameters24 Feb 2022
- 2022Refined Convergence Rates for Maximum Likelihood Estimation under Finite Mixture Models17 Feb 2022
- 2021A Wasserstein Minimax Framework for Mixed Linear Regression14 Jun 2021
- 2021Efficient Algorithms for Estimating the Parameters of Mixed Linear Regression Models12 May 2021
- 2021High-Dimensional Differentially-Private EM Algorithm: Methods and Near-Optimal Statistical Guarantees1 Apr 2021
- 2021The EM Algorithm is Adaptively-Optimal for Unbalanced Symmetric Gaussian Mixtures29 Mar 2021
- 2023Demystifying Softmax Gating Function in Gaussian Mixture of Expertscited by 33
- 2023Statistical Perspective of Top-K Sparse Softmax Gating Mixture of Expertscited by 28
- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Expertscited by 23
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Expertscited by 17
- 2022Prediction Sets for High-Dimensional Mixture of Experts Modelscited by 8
- 2024Learning Mixtures of Experts with EM: A Mirror Descent Perspectivecited by 2
- 2024Learning Mixtures of Experts with EM: A Mirror Descent Perspective9 Nov 2024
- 2023A General Theory for Softmax Gating Multinomial Logistic Mixture of Experts22 Oct 2023
- 2023Statistical Perspective of Top-K Sparse Softmax Gating Mixture of Experts25 Sep 2023
- 2023Towards Convergence Rates for Parameter Estimation in Gaussian-gated Mixture of Experts12 May 2023
- 2023Demystifying Softmax Gating Function in Gaussian Mixture of Experts5 May 2023
- 2022Prediction Sets for High-Dimensional Mixture of Experts Models30 Oct 2022
- 2022Refined Convergence Rates for Maximum Likelihood Estimation under Finite Mixture Modelscited by 22
- 2022On Learning Mixture of Linear Regressions in the Non-Realizable Settingcited by 10
- 2021A Wasserstein Minimax Framework for Mixed Linear Regressioncited by 7
- 2021The EM Algorithm is Adaptively-Optimal for Unbalanced Symmetric Gaussian Mixturescited by 6
- 2024Toward Global Convergence of Gradient EM for Over-Parameterized Gaussian Mixture Modelscited by 6
- 2023Imbalanced Mixed Linear Regressioncited by 3
- 2021High-Dimensional Differentially-Private EM Algorithm: Methods and Near-Optimal Statistical Guaranteescited by 2
- 2022Support Recovery in Mixture Models with Sparse Parameterscited by 2
- 2022Beyond EM Algorithm on Over-specified Two-Component Location-Scale Gaussian Mixturescited by 2
- 2022EM's Convergence in Gaussian Latent Tree Modelscited by 2
- 2024Online Learning and Information Exponents: On The Importance of Batch size, and Time/Complexity Tradeoffscited by 2
- 2021Efficient Algorithms for Estimating the Parameters of Mixed Linear Regression Modelscited by 1
12 most cited of 19 All 19 (JSON)
- 2026Expectation Maximization (EM) Converges for General Agnostic Mixtures7 Apr 2026
- 2024In-context Learning for Mixture of Linear Regressions: Existence, Generalization and Training Dynamics18 Oct 2024
- 2024Fast convergence of a Federated Expectation-Maximization Algorithm11 Aug 2024
- 2024Toward Global Convergence of Gradient EM for Over-Parameterized Gaussian Mixture Models29 Jun 2024
- 2024Online Learning and Information Exponents: On The Importance of Batch size, and Time/Complexity Tradeoffs4 Jun 2024
- 2024Agnostic Learning of Mixed Linear Regressions with EM and AM Algorithms3 Jun 2024
- 2023Global Convergence of Online Identification for Mixed Linear Regression30 Nov 2023
- 2023EM for Mixture of Linear Regression with Clustered Data22 Aug 2023
- 2023Sharp analysis of EM for learning mixtures of pairwise differences20 Feb 2023
- 2023Imbalanced Mixed Linear Regression29 Jan 2023
- 2022EM's Convergence in Gaussian Latent Tree Models21 Nov 2022
- 2022On Learning Mixture of Linear Regressions in the Non-Realizable Setting26 May 2022
12 newest of 19 All 19 (JSON)