The MM alternative to EM
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Abstract: The EM algorithm is a special case of a more general algorithm called the MM algorithm. Specific MM algorithms often have nothing to do with missing data. The first M step of an MM algorithm creates a surrogate function that is optimized in the second M step. In minimization, MM stands for majorize--minimize; in maximization, it stands for minorize--maximize. This two-step process always drives the objective function in the right direction. Construction of MM algorithms relies on recognizing and manipulating inequalities rather than calculating conditional expectations. This survey walks the reader through the construction of several specific MM algorithms. The potential of the MM algorithm in solving high-dimensional optimization and estimation problems is its most attractive feature. Our applications to random graph models, discriminant analysis and image restoration showcase this ability.
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- A curious likelihood identity for the multivariate t-distribution
- An adaptive barrier method for convex programming
- Computing estimates in the proportional odds model
- Correspondence analysis with least absolute residuals
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- The elements of statistical learning. Data mining, inference, and prediction
- Variable selection using MM algorithms
Cited in
(32)- The appeals of quadratic majorization-minimization
- MM Algorithms for Variance Components Models
- Structured variable selection via prior-induced hierarchical penalty functions
- Another look at distance-weighted discrimination
- Inexact half-quadratic optimization for linear inverse problems
- MM optimization algorithms
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Penalized empirical likelihood for the sparse Cox regression model
- Recent developments in expectation-maximization methods for analyzing complex data
- Surrogate maximization/minimization algorithms and extensions
- A coordinate majorization descent algorithm for \(\ell_1\) penalized learning
- Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points
- Empirical likelihood for censored linear regression and variable selection
- Locally Sparse Function-on-Function Regression
- Minorize–maximize algorithm for the generalized odds rate model for clustered current status data
- Maximum likelihood estimation of triangular and polygonal distributions
- Graphics processing units and high-dimensional optimization
- Recursive nonlinear-system identification using latent variables
- A Legacy of EM Algorithms
- Is EM really necessary here? Examples where it seems simpler not to use EM
- Nested coordinate descent algorithms for empirical likelihood
- An assembly and decomposition approach for constructing separable minorizing functions in a class of MM algorithms
- A fast unified algorithm for solving group-lasso penalize learning problems
- On the Bumpy Road to the Dominant Mode
- EM vs MM: a case study
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
- High-dimensional model-assisted inference for treatment effects with multi-valued treatments
- Backfitting algorithms for total-variation and empirical-norm penalized additive modelling with high-dimensional data
- Distance majorization and its applications
- Flexible Expectile Regression in Reproducing Kernel Hilbert Spaces
- High-performance statistical computing in the computing environments of the 2020s
- Efficient estimation of the additive risks model for interval-censored data
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