Multinomial logistic regression algorithm

DOI10.1007/BF00048682MaRDI QIDQ1206647zbMATH OpenOpenAlexFDO

Authors Dankmar Böhning

Publication date 1 April 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00048682

zbMATH Keywords

global lower boundKronecker productLoewner orderinglower bound principlemonotonically converging sequence of iteratesmonotonicitymultinomial logistic regression modelNewton-Raphson iterationsecond derivative matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• A note on the matrix ordering of special C-matrices
• Likelihood inference for mixtures: Geometrical and other constructions of monotone step-length algorithms
• Monotonicity of quadratic-approximation algorithms

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(30)

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• Convex clustering for binary data
• Characterizing the spatial structure of defensive skill in professional basketball
• A comparison of variational approximations for fast inference in mixed logit models
• Multicategory large margin classification methods: hinge losses vs. coherence functions
• An Algorithm for Exact Logistic Regression
• Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
• A transformation‐free linear regression for compositional outcomes and predictors
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates
• A new classifier for imbalanced data based on a generalized density ratio model
• On stochastic roundoff errors in gradient descent with low-precision computation
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• The diagnostic likelihood ratio function and modified test for trend: identifying, evaluating, and validating nontraditional biomarkers in case-control studies
• Multiple multi-sample testing under arbitrary covariance dependency
• An efficient joint model for high dimensional longitudinal and survival data via generic association features
• A multinomial canonical decomposition model, with emphasis on the analysis of multivariate binary data
• Outcome-guided spike-and-slab Lasso biclustering: a novel approach for enhancing biclustering techniques for gene expression analysis
• The second-derivative lower-bound function (SeLF) algorithm and three acceleration techniques for maximization with strongly stable convergence
• Flexible non-parametric regression models for compositional data
• New penalized stochastic gradient methods for linearly constrained strongly convex optimization
• Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail
• Multivariate sharp quadratic bounds via \(\boldsymbol{\Sigma}\)-strong convexity and the Fenchel connection
• Estimating crude cumulative incidences through multinomial logit regression on discrete cause-specific hazards

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