Differentiable Expectation-Maximisation and Applications to Gaussian Mixture Model Optimal Transport

Excerpt

arXiv:2509.02109v3 Announce Type: replace Abstract: The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a non-differentiable black box, preventing its integration into modern learning pipelines where end-to-end gradient propagation is essential. In this work, we present and compare several differentiation strategies for EM,