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arXiv · 2604.12087

Adaptivity of the NPMLE to finitely discrete mixing distributions in Gaussian/Poisson mixtures

Yan Zhang·Stanislav Volgushev
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Abstract

We study the nonparametric maximum likelihood estimator (NPMLE) for Gaussian and Poisson mixture models, assuming the support of the true mixing distribution lies in a fixed bounded set. In this setting, we establish exact parametric rates for both, marginal density estimation and the posterior mean when the true mixing distribution is finitely discrete. Moreover, we show that the NPMLE attains the optimal demixing rate previously known for overparameterized finite mixture models. Finally, we identify a new adaptivity phenomenon for inference: the likelihood ratio test statistic is asymptotically tight if and only if the true mixing distribution is finitely discrete.

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Yan Zhang, Stanislav Volgushev. 2026-04-13. Adaptivity of the NPMLE to finitely discrete mixing distributions in Gaussian/Poisson mixtures. https://arxiv.org/abs/2604.12087

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