Optimal Rate for Parameter Estimation in Matrix-variate Deviated Models

We study the maximum likelihood estimation (MLE) in the matrix-variate deviated models where the data are generated from the density function $(1-\lambda^{*})h_{0}(x)+\lambda^{*}f(x|\mu^{*}, \Sigma^{*})$ where $h_{0}$ is a known function, $\lambda^{*} \in [0,1]$ and $(\mu^{*}, \Sigma^{*})$ are unknown parameters to estimate. The main challenges in deriving the convergence rate of the MLE mainly come from two issues: (1) The interaction between the function $h_{0}$ and the density function $f$; (2) The deviated proportion $\lambda^{*}$ can go to the extreme points of $[0,1]$ as the sample size goes to infinity. To address these challenges, we develop the distinguishability condition to capture the linear independent relation between the function $h_{0}$ and the density function $f$. We then provide comprehensive convergence rates of the MLE via the vanishing rate of $\lambda^{*}$ to 0 as well as the distinguishability of $h_{0}$ and $f$.