题名 | AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS |
作者 | |
通讯作者 | Tian, Guo-Liang |
发表日期 | 2019-04
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DOI | |
发表期刊 | |
ISSN | 1017-0405
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EISSN | 1996-8507
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卷号 | 29期号:2页码:961-982 |
摘要 | The minorization-maximization (MM) principle provides a powerful tool for optimization in statistical applications. A challenging and subjective issue in developing an MM algorithm is to construct an appropriate minorizing function. For numerical convenience, our (AD) approach to constructing the minorizing function as the sum of separable univariate functions yields general class of MM algorithms. We employ the assembly technique (A-technique) and the decomposition technique (D-technique). The A-technique introduces a bank of complemental assembly functions which are often the building blocks of various MM algorithms. The D-technique decomposes the objective function into three parts and separately minorizes them. We illustrate the utility of the proposed approach in multiple applications. Numerical experiments demonstrate its advantages. |
关键词 | |
相关链接 | [来源记录] |
收录类别 | |
语种 | 英语
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学校署名 | 第一
; 通讯
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资助项目 | National Natural Science Foundation of China[11771199]
; National Natural Science Foundation of China[71772153]
; National Natural Science Foundation of China[11601524]
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WOS研究方向 | Mathematics
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WOS类目 | Statistics & Probability
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WOS记录号 | WOS:000462741700020
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出版者 | |
ESI学科分类 | MATHEMATICS
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来源库 | Web of Science
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引用统计 |
被引频次[WOS]:9
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成果类型 | 期刊论文 |
条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/26135 |
专题 | 理学院_数学系 工学院_材料科学与工程系 |
作者单位 | 1.Southern Univ Sci & Technol, Dept Math, 1088 Xueyuan Rd, Shenzhen, Guangdong, Peoples R China 2.Yunnan Normal Univ, Sch Math, Kunming, Yunnan, Peoples R China 3.Univ Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Hong Kong, Peoples R China |
第一作者单位 | 数学系 |
通讯作者单位 | 数学系 |
第一作者的第一单位 | 数学系 |
推荐引用方式 GB/T 7714 |
Tian, Guo-Liang,Huang, Xi-Fen,Xu, Jinfeng. AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS[J]. STATISTICA SINICA,2019,29(2):961-982.
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APA |
Tian, Guo-Liang,Huang, Xi-Fen,&Xu, Jinfeng.(2019).AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS.STATISTICA SINICA,29(2),961-982.
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MLA |
Tian, Guo-Liang,et al."AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS".STATISTICA SINICA 29.2(2019):961-982.
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