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Characterizing Heterogeneous Rates in Finite Mixture Estimation via Partial Optimal Transport

arXiv 2609.16622 ↗First posted 15 Sep 2026math.ST stat.ML stat.THcited by 0

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Abstract (arXiv)

Parameter estimation in finite mixture models can exhibit highly heterogeneous convergence behavior: locally isolated components may be estimated substantially faster than groups of competing components. Existing analyses based on Wasserstein distances typically characterize only the worst-case rate and therefore do not fully capture this local heterogeneity. In this paper, we introduce a Voronoi-based partial optimal transport (VPOT) framework for obtaining refined local and global convergence guarantees for the maximum likelihood estimator of the mixing measure. The key geometric idea is to localize the comparison of two mixing measures to extended Voronoi neighborhoods and use partial optimal transport to accommodate the unequal masses of their local restrictions. Within each neighborhood, the first-order POT discrepancy is raised to a power determined by the number of locally competing atoms, allowing the resulting loss to adapt to the local degree of singularity. Under suitable regularity and strong identifiability conditions, we establish uniform local and global upper bounds for a maximum likelihood estimator under the VPOT loss. These bounds reveal a configuration-dependent form of parameter estimation: less singular local configurations admit faster convergence, whereas the most singular configuration recovers the classical worst-case behavior characterized by Wasserstein-based analyses. We further establish a minimax lower bound showing that the convergence rate for estimating the mixing measure under the VPOT loss is optimal. Our results hold in arbitrary fixed dimension without requiring mixing proportions to be uniformly bounded away from zero or prior knowledge of the true number of mixture components. Overall, VPOT provides a configuration-adaptive framework for capturing heterogeneous parameter-estimation behavior in finite mixture models.

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References · 12

  1. 2016Variational Deep Embedding: An Unsupervised and Generative Approach to Clusteringcited by 219
  2. 2024FuseMoE: Mixture-of-Experts Transformers for Fleximodal Fusioncited by 67
  3. 2024Mixture of Experts Meets Prompt-Based Continual Learningcited by 43
  4. 2019Convergence Rates for Gaussian Mixtures of Expertscited by 39
  5. 2017Deep Gaussian Mixture Modelscited by 30
  6. 2022Refined Convergence Rates for Maximum Likelihood Estimation under Finite Mixture Modelscited by 22
  7. 2020Optimal estimation of high-dimensional location Gaussian mixturescited by 16
  8. 2016Model-based clustering based on sparse finite Gaussian mixturescited by 11
  9. 2021On Multimarginal Partial Optimal Transport: Equivalent Forms and Computational Complexitycited by 8
  10. 2018Finite mixtures of matrix-variate Poisson-log normal distributions for three-way count datacited by 6
  11. 2018A transformation-based approach to Gaussian mixture density estimation for bounded datacited by 1
  12. 2026On the Geometry of Separation in Finite Gaussian Mixturescited by 1

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