MM Algorithms for Variance Components Models
From MaRDI portal
Publication:3391241
Recommendations
- MM ALGORITHMS FOR VARIANCE COMPONENT ESTIMATION AND SELECTION IN LOGISTIC LINEAR MIXED MODEL
- Variable selection using MM algorithms
- An algorithm for searching optimal variance component estimators in linear mixed models
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection
- scientific article; zbMATH DE number 1273003
- Estimation of variance components in mixed linear models
- Estimation of variance components in mixed linear models
Cites work
- A majorization-minimization approach to variable selection using spike and slab priors
- A new MM algorithm for constrained estimation in the proportional hazards model
- A note on the existence of the maximum likelihood estimate in variance components models
- Computing estimates in the proportional odds model
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- scientific article; zbMATH DE number 194144 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Linear Statistical Inference and its Applications
- Matrix Analysis
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
- Maximum-likelihood estimation for the mixed analysis of variance model
- MM algorithms for generalized Bradley-Terry models.
- MM algorithms for geometric and signomial programming
- MM optimization algorithms
- Modern multidimensional scaling. Theory and applications.
- Monotonic convergence of a general algorithm for computing optimal designs
- Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
- On the existence of the maximum likelihood estimate in variance components models
- Random-Effects Models for Longitudinal Data
- Robust Statistics
- Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
- Some new algorithms for computing restricted maximum likelihood estimates of variance components
- Sparse estimation of a covariance matrix
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The EM Algorithm and Extensions, 2E
- The MM alternative to EM
- Variable selection using MM algorithms
Cited in
(11)- VCSEL: prioritizing SNP-set by penalized variance component selection
- Variable selection using MM algorithms
- Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
- MM ALGORITHMS FOR VARIANCE COMPONENT ESTIMATION AND SELECTION IN LOGISTIC LINEAR MIXED MODEL
- A Legacy of EM Algorithms
- Modeling intra-individual inter-trial EEG response variability in autism
- On asymptotic distributions of several test statistics for familial relatedness in linear mixed models
- Multilevel hybrid principal components analysis for region-referenced functional electroencephalography data
- Min-max framework for majorization-minimization algorithms in signal processing applications: an overview
- CMPLE: correlation modeling to decode photosynthesis using the minorize-maximize algorithm
- A Cornucopia of Maximum Likelihood Algorithms
This page was built for publication: MM Algorithms for Variance Components Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391241)
