Rates of Convergence of Maximum Smoothed Log-Likelihood Estimators for Semi-Parametric Multivariate Mixtures
半参数多元混合模型的最大平滑对数似然估计量的收敛速率
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus is on the estimator that maximizes a smoothed log-likelihood function, which can be efficiently computed using a majorization-minimization algorithm. This smoothed likelihood applies a nonlinear regularization operator defined as the…