Monotonicity of quadratic-approximation algorithms

DOI10.1007/BF00049423zbMATH Open0723.65150OpenAlexW2005245664MaRDI QIDQ757004FDOQ757004

Authors: Bruce G. Lindsay, Dankmar Böhning 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1007/bf00049423

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zbMATH Keywords

logistic regressionmaximum likelihood estimationNewton-Raphson algorithmhazards regressionlinear rate of convergencequadratic- approximation algorithms

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Statistical analysis of finite mixture distributions
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• On the convergence properties of the EM algorithm
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• Inequalities: theory of majorization and its applications
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• Logistic regression diagnostics
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• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• On the monotone convergence of Newton's method
• An iterative method for solution of the likelihood equations for incomplete data from exponential families
• A note on the matrix ordering of special C-matrices
• Monotonie und Extremalprinzipien beim Newtonschen Verfahren

Cited In (44)

• Principal component analysis of binary data by iterated singular value decomposition
• A nested expectation-maximization algorithm for latent class models with covariates
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• Approximate Zeros of Quadratically Convergent Algorithms
• Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging
• The MM alternative to EM
• A new MM algorithm for constrained estimation in the proportional hazards model
• Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
• Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions
• Robust regression against heavy heterogeneous contamination
• Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data
• Joint reconstruction and low-rank decomposition for dynamic inverse problems
• A survey on surrogate approaches to non-negative matrix factorization
• A review of reliable maximum likelihood algorithms for semiparametric mixture models
• The lower bound method in probit regression.
• Surrogate maximization/minimization algorithms and extensions
• A comparison of variational approximations for fast inference in mixed logit models
• Multivariate sharp quadratic bounds via \(\boldsymbol{\Sigma}\)-strong convexity and the Fenchel connection
• Symmetric approximation arguments for monotone lower bounds without sunflowers
• Generalized endpoint-inflated binomial model
• A note on the monotonicity of the ES algorithm
• Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
• Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm
• Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
• Ties in one block comparison experiments: a generalization of the Mallows–Bradley–Terry ranking model
• Majorization minimization by coordinate descent for concave penalized generalized linear models
• Conditionally conjugate mean-field variational Bayes for logistic models
• The Knuth-Yao quadrangle-inequality speedup is a consequence of total monotonicity
• Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression
• Some recent research in the analysis of mixture distributions
• Stream-suitable optimization algorithms for some soft-margin support vector machine variants
• A modified local quadratic approximation algorithm for penalized optimization problems
• Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning
• A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data
• Incomplete-data Fisher scoring method with steplength adjustment
• A majorization-minimization approach to the sparse generalized eigenvalue problem
• Sharp quadratic majorization in one dimension
• Multinomial logistic regression algorithm
• Distance majorization and its applications
• Logistic regression analysis of non‐randomized response data collected by the parallel model in sensitive surveys
• Multinomial restricted unfolding
• Iterative Proportional Scaling Revisited: A Modern Optimization Perspective
• Separating variables to accelerate non-convex regularized optimization
• A new classifier for imbalanced data based on a generalized density ratio model

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