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Revision as of 02:17, 22 February 2024
scientific article
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English | Monotonicity of quadratic-approximation algorithms |
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Monotonicity of quadratic-approximation algorithms (English)
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1988
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This paper studies a class of quadratic-approximation-based algorithms related to the Newton-Raphson algorithm. The algorithms monotonically increase the objective function and have guaranteed convergence and a linear rate of convergence. The fundamental tool in the analysis is the geometric insight obtained by interpreting quadratic-approximation algorithms as a form of area approximation. Applications of the algorithm are given to calculate maximum likelihood estimation in mixture models, logistic regression, and proportional hazards regression.
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Newton-Raphson algorithm
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linear rate of convergence
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quadratic- approximation algorithms
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maximum likelihood estimation
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logistic regression
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hazards regression
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