A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming

DOI10.1080/10618600.2019.1689985OpenAlexW3106246664WikidataQ111149822 ScholiaQ111149822MaRDI QIDQ89288FDOQ89288

Peter Carbonetto, Youngseok Kim, Matthew Stephens, Mihai Anitescu, Youngseok Kim, Mihai Anitescu, Peter Carbonetto, Matthew Stephens

Publication date: 8 January 2020

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7986967

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zbMATH Keywords

mixture modelsactive set methodsconvex optimizationnonparametric empirical Bayesrank-revealing QR decompositionsequential quadratic programming

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• JuMP: A Modeling Language for Mathematical Optimization
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• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Deconvolution of a Distribution Function
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• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
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Cited In (5)

• Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis
• Prices, profits, proxies, and production
• Adaptively stacking ensembles for influenza forecasting
• mixsqp
• Title not available (Why is that?)

Uses Software

• R
• Mosek
• NNLS
• EBayesThresh
• Julia
• JuMP
• REBayes
• LowRankApprox.jl
• GWAS Catalog

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