Beyond black box densities: Parameter learning for the deviated components

As we collect additional samples from a data population for which a known density function estimate may have been previously obtained by a black box method, the increased complexity of the data set may result in the true density being deviated from the known estimate by a mixture distribution. To model this phenomenon, we consider the deviating mixture model $(1-\lambda^{*})h_0 + \lambda^{*} (\sum_{i = 1}^{k} p_{i}^{*} f(x|\theta_{i}^{*}))$, where $h_0$ is a known density function, while the deviated proportion $\lambda^{*}$ and latent mixing measure $G_{*} = \sum_{i = 1}^{k} p_{i}^{*} \delta_{\theta_i^{*}}$ associated with the mixture distribution are unknown. Via a novel notion of distinguishability between the known density $h_{0}$ and the deviated mixture distribution, we establish rates of convergence for the maximum likelihood estimates of $\lambda^{*}$ and $G^{*}$ under Wasserstein metric. Simulation studies are carried out to illustrate the theory.