A quasi-Newton acceleration for high-dimensional optimization algorithms
DOI10.1007/S11222-009-9166-3zbMATH Open1284.90095OpenAlexW2076007362WikidataQ34607331 ScholiaQ34607331MaRDI QIDQ692972FDOQ692972
Authors: M. C. Fu 
Publication date: 6 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-009-9166-3
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Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical optimization and variational techniques (65K10) Software, source code, etc. for problems pertaining to statistics (62-04) Approximations to statistical distributions (nonasymptotic) (62E17) Methods of quasi-Newton type (90C53) Newton-type methods (49M15)
Cites Work
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Cited In (19)
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
- Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
- Efficient data augmentation techniques for some classes of state space models
- Log-Gaussian Cox process modeling of large spatial lightning data using spectral and Laplace approximations
- Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
- Graphics processing units and high-dimensional optimization
- A fast and efficient estimation of the parameters of a model of accident frequencies via an MM algorithm
- Title not available (Why is that?)
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- MM algorithms for geometric and signomial programming
- Smoothing proximal gradient method for general structured sparse regression
- EM vs MM: a case study
- Under-relaxed quasi-Newton acceleration for an inverse fixed-point problem coming from positron emission tomography
- Modeling superconductor SFN-structures using the finite element method
- An MM Algorithm for Split Feasibility Problems
- A new algorithm for fitting semi-parametric variance regression models
- Distance majorization and its applications
- An MM algorithm to estimate parameters in continuous-time Markov chains
- Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications
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