Parameter-expanded ECME algorithms for logistic and penalized logistic regression

DOI10.1007/S00180-025-01619-0MaRDI QIDQ6905390zbMATH OpenFDO

Authors Nicholas C. Henderson, Zhongzhe Ouyang

Publication date 6 November 2025

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00180-025-01619-0

zbMATH Keywords

convergence accelerationEM algorithmMM algorithmparameter expansionPólya-Gamma augmentation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A quasi-Newton acceleration for high-dimensional optimization algorithms
• Anderson acceleration for fixed-point iterations
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• scientific article; zbMATH DE number 3885116 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• Maximum likelihood estimation via the ECM algorithm: A general framework
• ML estimation of the multivariate t distribution and the EM algorithm
• Monotonicity of quadratic-approximation algorithms
• Monte Carlo EM for Missing Covariates in Parametric Regression Models
• Numerical Analysis for Statisticians
• Parameter expansion and efficient inference
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Pathwise coordinate optimization
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• The EM Algorithm and Extensions, 2E
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic

This page was built for publication: Parameter-expanded ECME algorithms for logistic and penalized logistic regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6905390)