{"id":160,"date":"2022-08-22T07:45:36","date_gmt":"2022-08-22T05:45:36","guid":{"rendered":"https:\/\/project.inria.fr\/avbot\/?page_id=160"},"modified":"2022-08-22T07:45:52","modified_gmt":"2022-08-22T05:45:52","slug":"florence-forbes","status":"publish","type":"page","link":"https:\/\/project.inria.fr\/avbot\/workshop\/florence-forbes\/","title":{"rendered":"An online Minorization-Maximization algorithm by Dr. Florence Forbes"},"content":{"rendered":"<p><strong>Title<\/strong>: An online Minorization-Maximization algorithm<\/p>\n<p><strong>Abstract<\/strong>:\u00a0Modern statistical and machine learning settings often involve high data\u00a0volume and data streaming, which require the development of online estimation\u00a0algorithms. The online Expectation\u2013Maximization (EM) algorithm extends the popular EM algorithm to this setting, via a stochastic approximation approach. We show<br \/>\nthat an online version of the Minorization\u2013Maximization (MM) algorithm, which includes the online EM algorithm as a special case, can also be constructed in a similar\u00a0manner. We demonstrate our approach via an application to the logistic regression problem and compare it to existing methods.<\/p>\n<p><strong>Preprint<\/strong>: https:\/\/hal.archives-ouvertes.fr\/hal-03542180\/document<\/p>\n<p><strong>Keywords<\/strong>: Expectation\u2013Maximization, Minorization\u2013Maximization, parameter estimation, online algorithms, Stochastic Approximation<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Title: An online Minorization-Maximization algorithm Abstract:\u00a0Modern statistical and machine learning settings often involve high data\u00a0volume and data streaming, which require the development of online estimation\u00a0algorithms. The online Expectation\u2013Maximization (EM) algorithm extends the popular EM algorithm to this setting, via a stochastic approximation approach. We show that an online version of\u2026<\/p>\n<p> <a class=\"continue-reading-link\" href=\"https:\/\/project.inria.fr\/avbot\/workshop\/florence-forbes\/\"><span>Continue reading<\/span><i class=\"crycon-right-dir\"><\/i><\/a> <\/p>\n","protected":false},"author":1210,"featured_media":0,"parent":146,"menu_order":3,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-160","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/pages\/160","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/users\/1210"}],"replies":[{"embeddable":true,"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/comments?post=160"}],"version-history":[{"count":1,"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/pages\/160\/revisions"}],"predecessor-version":[{"id":161,"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/pages\/160\/revisions\/161"}],"up":[{"embeddable":true,"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/pages\/146"}],"wp:attachment":[{"href":"https:\/\/project.inria.fr\/avbot\/wp-json\/wp\/v2\/media?parent=160"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}