MM optimization: Proximal distance algorithms, path following, and trust regions
We briefly review the majorization–minimization (MM) principle and elaborate on the closely
related notion of proximal distance algorithms, a generic approach for solving constrained …
related notion of proximal distance algorithms, a generic approach for solving constrained …
Acceleration of the EM algorithm
M Kuroda, Z Geng - Wiley Interdisciplinary Reviews …, 2023 - Wiley Online Library
The expectation–maximization (EM) algorithm is a well‐known iterative algorithm for finding
maximum likelihood estimates from incomplete data and is used in several statistical models …
maximum likelihood estimates from incomplete data and is used in several statistical models …
Accelerating Fixed-Point Algorithms in Statistics and Data Science: A State-of-Art Review.
B Tang, NC Henderson… - Journal of Data Science, 2023 - search.ebscohost.com
Fixed-point algorithms are popular in statistics and data science due to their simplicity,
guaranteed convergence, and applicability to high-dimensional problems. Well-known …
guaranteed convergence, and applicability to high-dimensional problems. Well-known …
A transformation‐free linear regression for compositional outcomes and predictors
Compositional data are common in many fields, both as outcomes and predictor variables.
The inventory of models for the case when both the outcome and predictor variables are …
The inventory of models for the case when both the outcome and predictor variables are …
[HTML][HTML] INAUGURAL ARTICLE by a Recently Elected Academy Member: MM optimization: Proximal distance algorithms, path following, and trust regions
We briefly review the majorization–minimization (MM) principle and elaborate on the closely
related notion of proximal distance algorithms, a generic approach for solving constrained …
related notion of proximal distance algorithms, a generic approach for solving constrained …
Tracking fast and slow changes in synaptic weights from simultaneously observed pre-and postsynaptic spiking
G Wei, IH Stevenson - Neural computation, 2021 - direct.mit.edu
Synapses change on multiple timescales, ranging from milliseconds to minutes, due to a
combination of both short-and long-term plasticity. Here we develop an extension of the …
combination of both short-and long-term plasticity. Here we develop an extension of the …
Template independent component analysis with spatial priors for accurate subject-level brain network estimation and inference
Independent component analysis is commonly applied to functional magnetic resonance
imaging (fMRI) data to extract independent components (ICs) representing functional brain …
imaging (fMRI) data to extract independent components (ICs) representing functional brain …
Accelerated numerical solutions for discretized Black–Scholes equations
F Saâdaoui - IMA Journal of Management Mathematics, 2024 - academic.oup.com
Abstract Accepted by: Aris Syntetos This study thoroughly investigates the efficiency of
advanced numerical extrapolation methods aimed at enhancing the convergence of vector …
advanced numerical extrapolation methods aimed at enhancing the convergence of vector …
New Methods for MLE of Toeplitz Structured Covariance Matrices with Applications to RADAR Problems
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured
covariance matrix. In this regard, an equivalent reformulation of the MLE problem is …
covariance matrix. In this regard, an equivalent reformulation of the MLE problem is …
[HTML][HTML] Maximum Likelihood Estimation for Shape-restricted Single-index Hazard Models
Single-index models are becoming increasingly popular in many scientific applications as
they offer the advantages of flexibility in regression modeling as well as interpretable …
they offer the advantages of flexibility in regression modeling as well as interpretable …