Alternating Bregman projections and convergence of the EM algorithm

Dominikus Noll

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arXiv · 2507.21840

Alternating Bregman projections and convergence of the EM algorithm

Dominikus Noll

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Abstract

We investigate convergence of alternating Bregman projections between non-convex sets and prove convergence to a point in the intersection, or to points realizing a gap between the two sets. The speed of convergence is generally sub-linear, but may be linear under transversality. We apply our analysis to prove convergence of versions of the expectation maximization algorithm for non-convex parameter sets.

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Dominikus Noll. 2025-07-29. Alternating Bregman projections and convergence of the EM algorithm. https://arxiv.org/abs/2507.21840

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