A quasi-Newton acceleration for high-dimensional optimization algorithms

DOI10.1007/s11222-009-9166-3zbMath1284.90095WikidataQ34607331 ScholiaQ34607331MaRDI QIDQ692972

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

zbMATH Keywords

generalized eigenvalues; maximum likelihood; multivariate t; imaging; admixture models

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

62P10: Applications of statistics to biology and medical sciences; meta analysis

65K10: Numerical optimization and variational techniques

49M15: Newton-type methods

90C53: Methods of quasi-Newton type

62E17: Approximations to statistical distributions (nonasymptotic)

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Uses Software

• SQUAREM

Cites Work

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