Monotonicity of quadratic-approximation algorithms
From MaRDI portal
Publication:757004
This paper studies a class of quadratic-approximation-based algorithms related to the Newton-Raphson algorithm. The algorithms monotonically increase the objective function and have guaranteed convergence and a linear rate of convergence. The fundamental tool in the analysis is the geometric insight obtained by interpreting quadratic-approximation algorithms as a form of area approximation. Applications of the algorithm are given to calculate maximum likelihood estimation in mixture models, logistic regression, and proportional hazards regression.
Recommendations
- Monotonic algorithms for maximum likelihood estimation in generalized linear models
- Quasi-Newton method: a new direction
- Likelihood inference for mixtures: Geometrical and other constructions of monotone step-length algorithms
- Quadratic lower-bound algorithm for maximum likelihood estimator of logistic regression on parameter and its application
- Monotonic convergence of a general algorithm for computing optimal designs
Cites work
- A note on the matrix ordering of special C-matrices
- An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
- An iterative method for solution of the likelihood equations for incomplete data from exponential families
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 3947482 (Why is no real title available?)
- scientific article; zbMATH DE number 3658805 (Why is no real title available?)
- scientific article; zbMATH DE number 3731128 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3626906 (Why is no real title available?)
- Inequalities: theory of majorization and its applications
- Logistic regression diagnostics
- Monotonie und Extremalprinzipien beim Newtonschen Verfahren
- On the convergence properties of the EM algorithm
- On the monotone convergence of Newton's method
- Statistical analysis of finite mixture distributions
Cited in
(52)- Surrogate maximization/minimization algorithms and extensions
- Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
- Multinomial logistic regression algorithm
- The lower bound method in probit regression.
- Symmetric approximation arguments for monotone lower bounds without sunflowers
- Stream-suitable optimization algorithms for some soft-margin support vector machine variants
- A modified local quadratic approximation algorithm for penalized optimization problems
- A new MM algorithm for constrained estimation in the proportional hazards model
- A survey on surrogate approaches to non-negative matrix factorization
- Generalized endpoint-inflated binomial model
- A nested expectation-maximization algorithm for latent class models with covariates
- Algorithms for non-negatively constrained maximum penalized likelihood reconstruction in tomographic imaging
- A review of reliable maximum likelihood algorithms for semiparametric mixture models
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Joint reconstruction and low-rank decomposition for dynamic inverse problems
- Separating variables to accelerate non-convex regularized optimization
- Incomplete-data Fisher scoring method with steplength adjustment
- Conditionally conjugate mean-field variational Bayes for logistic models
- A comparison of variational approximations for fast inference in mixed logit models
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
- Estimating a common period for a set of irregularly sampled functions with applications to periodic variable star data
- The Knuth-Yao quadrangle-inequality speedup is a consequence of total monotonicity
- Quadratic lower-bound algorithm for maximum likelihood estimator of logistic regression on parameter and its application
- Some recent research in the analysis of mixture distributions
- Iterative Proportional Scaling Revisited: A Modern Optimization Perspective
- Distance majorization and its applications
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter
- Approximate Zeros of Quadratically Convergent Algorithms
- A note on the monotonicity of the ES algorithm
- Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression
- Ties in one block comparison experiments: a generalization of the Mallows-Bradley-Terry ranking model
- Logistic regression analysis of non‐randomized response data collected by the parallel model in sensitive surveys
- Incremental majorization-minimization optimization with application to large-scale machine learning
- A new classifier for imbalanced data based on a generalized density ratio model
- Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions
- Robust regression against heavy heterogeneous contamination
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data
- Multinomial restricted unfolding
- Sequential sample average majorization-minimization
- Parameter-expanded ECME algorithms for logistic and penalized logistic regression
- A multinomial canonical decomposition model, with emphasis on the analysis of multivariate binary data
- Mean regression model for type I generalized logistic distribution with a QLB algorithm
- The second-derivative lower-bound function (SeLF) algorithm and three acceleration techniques for maximization with strongly stable convergence
- A Cornucopia of Maximum Likelihood Algorithms
- EM algorithms for optimization problems with polynomial objectives
- Majorization minimization by coordinate descent for concave penalized generalized linear models
- Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm
- Multivariate sharp quadratic bounds via \(\boldsymbol{\Sigma}\)-strong convexity and the Fenchel connection
- The MM alternative to EM
- Principal component analysis of binary data by iterated singular value decomposition
- Sharp quadratic majorization in one dimension
This page was built for publication: Monotonicity of quadratic-approximation algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q757004)
