We study parametric estimation in latent-variable models in the weak-signal regime, where a small signal-strength parameter $β$ controls the dependence of the observations on the unknown parameter. At $β=0$, this dependence disappears, so all parameter values induce the same observed distribution, which we call the null law. We develop a unified framework for analyzing sample complexity in the weak-signal regime by expanding the likelihood ratio around this shared null law in powers of $β$. We prove that if the unknown parameter is first globally identifiable at order $r$ in this expansion, then estimation to fixed accuracy requires at least on the order of $β^{-2r}$ samples. We further identify a likelihood-separation stability condition that is necessary for any estimator to attain this rate and, under mild regularity conditions, sufficient for both maximum likelihood and method-of-moments estimators to attain it. We also study the regime in which the target accuracy vanishes together with the signal strength, and show that global localization and local refinement may be governed by different likelihood orders, leading to distinct statistical scales. Finally, we apply our framework to broad classes of algebraically structured latent-variable models, including additive-noise channels and exponential-family models.

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