EM's M-step derivations hide nonconvex optimization problems, researcher notes

caglar_ee · x · 2026-11-09

The author points out that M-step derivations in classic EM settings—factor analysis, linear dynamical systems, mixtures of factor analyzers—all rest on underlying optimization problems that are nonconvex. He reasons that either these nonconvex problems were somehow solved exactly (highly unlikely), or something else explains EM's convergence behavior.

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