Monotonicity of quadratic-approximation algorithms
From MaRDI portal
Publication:757004
DOI10.1007/BF00049423zbMath0723.65150OpenAlexW2005245664MaRDI QIDQ757004
Bruce G. Lindsay, Dankmar Boehning
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
maximum likelihood estimationlogistic regressionNewton-Raphson algorithmhazards regressionlinear rate of convergencequadratic- approximation algorithms
Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)
Related Items
A comparison of variational approximations for fast inference in mixed logit models ⋮ Joint reconstruction and low-rank decomposition for dynamic inverse problems ⋮ A new MM algorithm for constrained estimation in the proportional hazards model ⋮ Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data ⋮ A survey on surrogate approaches to non-negative matrix factorization ⋮ A review of reliable maximum likelihood algorithms for semiparametric mixture models ⋮ Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression ⋮ Some recent research in the analysis of mixture distributions ⋮ Generalized endpoint-inflated binomial model ⋮ Separating variables to accelerate non-convex regularized optimization ⋮ Multivariate sharp quadratic bounds via \(\boldsymbol{\Sigma}\)-strong convexity and the Fenchel connection ⋮ Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions ⋮ Distance majorization and its applications ⋮ A new classifier for imbalanced data based on a generalized density ratio model ⋮ A majorization-minimization approach to the sparse generalized eigenvalue problem ⋮ Incomplete-data Fisher scoring method with steplength adjustment ⋮ Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions ⋮ Robust regression against heavy heterogeneous contamination ⋮ 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 ⋮ Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter ⋮ The MM alternative to EM ⋮ Majorization-minimization algorithms for nonsmoothly penalized objective functions ⋮ A nested expectation-maximization algorithm for latent class models with covariates ⋮ Ties in one block comparison experiments: a generalization of the Mallows–Bradley–Terry ranking model ⋮ Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging ⋮ Principal component analysis of binary data by iterated singular value decomposition ⋮ Sharp quadratic majorization in one dimension ⋮ Multinomial logistic regression algorithm ⋮ Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm ⋮ Conditionally conjugate mean-field variational Bayes for logistic models ⋮ Stream-suitable optimization algorithms for some soft-margin support vector machine variants ⋮ A modified local quadratic approximation algorithm for penalized optimization problems ⋮ Surrogate maximization/minimization algorithms and extensions ⋮ Majorization minimization by coordinate descent for concave penalized generalized linear models ⋮ Iterative Proportional Scaling Revisited: A Modern Optimization Perspective ⋮ Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression ⋮ Logistic regression analysis of non‐randomized response data collected by the parallel model in sensitive surveys ⋮ The lower bound method in probit regression.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Monotonie und Extremalprinzipien beim Newtonschen Verfahren
- On the convergence properties of the EM algorithm
- On the monotone convergence of Newton's method
- A note on the matrix ordering of special C-matrices
- Logistic regression diagnostics
- An iterative method for solution of the likelihood equations for incomplete data from exponential families
- An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
- Inequalities: theory of majorization and its applications