A quasi-Newton acceleration for high-dimensional optimization algorithms

[1]  Y. Saad,et al.  Numerical Methods for Large Eigenvalue Problems , 2011 .

[2]  K. Lange,et al.  On the Bumpy Road to the Dominant Mode , 2010, Scandinavian journal of statistics, theory and applications.

[3]  K. Lange,et al.  MM Algorithms for Some Discrete Multivariate Distributions , 2010, Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America.

[4]  K. Lange,et al.  Rating Movies and Rating the Raters Who Rate Them , 2009, The American statistician.

[5]  David H. Alexander,et al.  Fast model-based estimation of ancestry in unrelated individuals. , 2009, Genome research.

[6]  Heng Tao Shen,et al.  Principal Component Analysis , 2009, Encyclopedia of Biometrics.

[7]  R. Varadhan,et al.  Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm , 2008 .

[8]  G. McLachlan,et al.  The EM Algorithm and Extensions: Second Edition , 2008 .

[9]  F. Scholz Maximum Likelihood Estimation , 2006 .

[10]  Stephen B. Johnson,et al.  The New York cancer project: Rationale, organization, design, and baseline characteristics , 2004, Journal of Urban Health.

[11]  D. Hunter,et al.  A Tutorial on MM Algorithms , 2004 .

[12]  Ch. Roland,et al.  Squared Extrapolation Methods (SQUAREM): A New Class of Simple and Efficient Numerical Schemes for Accelerating the Convergence of the EM Algorithm , 2004 .

[13]  Roderick J. A. Little,et al.  Statistical Analysis with Missing Data: Little/Statistical Analysis with Missing Data , 2002 .

[14]  D. Sorensen Numerical methods for large eigenvalue problems , 2002, Acta Numerica.

[15]  D. Hunter,et al.  Optimization Transfer Using Surrogate Objective Functions , 2000 .

[16]  Stephen J. Wright,et al.  Numerical Optimization , 2018, Fundamental Statistical Inference.

[17]  Kenneth Lange,et al.  Numerical analysis for statisticians , 1999 .

[18]  Naonori Ueda,et al.  Deterministic annealing EM algorithm , 1998, Neural Networks.

[19]  K. Lange,et al.  EM algorithms without missing data , 1997, Statistical methods in medical research.

[20]  R. Jennrich,et al.  Acceleration of the EM Algorithm by using Quasi‐Newton Methods , 1997 .

[21]  Xiao-Li Meng,et al.  The EM Algorithm—an Old Folk‐song Sung to a Fast New Tune , 1997 .

[22]  D. Rubin,et al.  Parameter expansion to accelerate EM : The PX-EM algorithm , 1997 .

[23]  G. McLachlan,et al.  The EM algorithm and extensions , 1996 .

[24]  Gene H. Golub,et al.  Matrix computations (3rd ed.) , 1996 .

[25]  W. J. Krzanowski,et al.  Recent Advances in Descriptive Multivariate Analysis. , 1996 .

[26]  D. Rubin,et al.  The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence , 1994 .

[27]  Hans-Hermann Bock,et al.  Information Systems and Data Analysis , 1994 .

[28]  David E. Tyler,et al.  A curious likelihood identity for the multivariate t-distribution , 1994 .

[29]  Jan de Leeuw,et al.  Block-relaxation Algorithms in Statistics , 1994 .

[30]  Xiao-Li Meng,et al.  Maximum likelihood estimation via the ECM algorithm: A general framework , 1993 .

[31]  R. Jennrich,et al.  Conjugate Gradient Acceleration of the EM Algorithm , 1993 .

[32]  Jeremy MG Taylor,et al.  Robust Statistical Modeling Using the t Distribution , 1989 .

[33]  D. Rubin,et al.  Statistical Analysis with Missing Data. , 1989 .

[34]  A. F. Smith,et al.  Statistical analysis of finite mixture distributions , 1986 .

[35]  L. Shepp,et al.  A Statistical Model for Positron Emission Tomography , 1985 .

[36]  K. Lange,et al.  EM reconstruction algorithms for emission and transmission tomography. , 1984, Journal of computer assisted tomography.

[37]  G. Golub Matrix computations , 1983 .

[38]  A. Cohen,et al.  Finite Mixture Distributions , 1982 .

[39]  T. Louis Finding the Observed Information Matrix When Using the EM Algorithm , 1982 .

[40]  B. Everitt,et al.  Finite Mixture Distributions , 1981 .

[41]  D. Rubin,et al.  Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .

[42]  Griffiths Da Maximum likelihood estimation for the beta-binomial distribution and an application to the household distribution of the total number of cases of a disease. , 1973 .

[43]  D. Griffiths Maximum likelihood estimation for the beta-binomial distribution and an application to the household distribution of the total number of cases of a disease. , 1973, Biometrics.

[44]  M. Hestenes,et al.  Solutions of Ax = gamma Bx1 , 1951 .

[45]  O. Lidwell,et al.  Observations on the incidence and distribution of the common cold in a rural community during 1948 and 1949 , 1951, Epidemiology and Infection.

[46]  M. Hestenes,et al.  A method of gradients for the calculation of the characteristic roots and vectors of a real symmetric matrix , 1951 .

[47]  H. Hotelling Relations Between Two Sets of Variates , 1936 .

[48]  H. Hotelling Analysis of a complex of statistical variables into principal components. , 1933 .