MM optimization: Proximal distance algorithms, path following, and trust regions

A Landeros, J Xu, K Lange - Proceedings of the National …, 2023 - National Acad Sciences
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 …

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 …

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 …

A transformation‐free linear regression for compositional outcomes and predictors

J Fiksel, S Zeger, A Datta - Biometrics, 2022 - Wiley Online Library
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 …

[HTML][HTML] INAUGURAL ARTICLE by a Recently Elected Academy Member: MM optimization: Proximal distance algorithms, path following, and trust regions

A Landeros, J Xu, K Lange - … of the National Academy of Sciences …, 2023 - ncbi.nlm.nih.gov
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 …

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 …

Template independent component analysis with spatial priors for accurate subject-level brain network estimation and inference

AF Mejia, D Bolin, YR Yue, J Wang… - … of Computational and …, 2023 - Taylor & Francis
Independent component analysis is commonly applied to functional magnetic resonance
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 …

New Methods for MLE of Toeplitz Structured Covariance Matrices with Applications to RADAR Problems

A Aubry, P Babu, A De Maio, R Jyothi - arXiv preprint arXiv:2110.12176, 2021 - arxiv.org
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured
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

J Qin, Y Sun, A Yuan, CY Huang - Journal of data science: JDS, 2023 - ncbi.nlm.nih.gov
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 …