An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions

DOI10.1137/19M1261717zbMath1435.62285arXiv1904.07908OpenAlexW2939929204WikidataQ126304926 ScholiaQ126304926MaRDI QIDQ5212017

Bruno Portier, Antoine Godichon, Bernard Bercu

Publication date: 24 January 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07908

zbMATH Keywords

logistic regressionparametric estimationstochastic Newton algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Numerical optimization and variational techniques (65K10) Sequential estimation (62L12)

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