An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions.
Bernard BercuAntoine GodichonBruno PortierPublished in: SIAM J. Control. Optim. (2020)
Keyphrases
- parameter estimation
- expectation maximization
- em algorithm
- least squares
- dynamic programming
- maximum likelihood estimation
- random fields
- maximum likelihood
- probabilistic model
- statistical models
- k means
- markov random field
- model fitting
- parameter estimation algorithm
- model selection
- closed form
- gibbs sampling
- parameters estimation