Overview
Explore examples of MM (Majorization-Minimization) algorithms in this 47-minute conference talk by Kenneth Lange at the Computational Genomics Summer Institute (CGSI) 2024. Delve into the principles and applications of MM algorithms across various fields, including statistics, signal processing, communications, and machine learning. Gain insights from related papers such as Hunter and Lange's tutorial on MM algorithms, Lange's "Algorithms from THE BOOK," and Sun, Babu, and Palomar's work on MM algorithms in signal processing. Learn how these powerful optimization techniques can be applied to solve complex problems in computational genomics and related disciplines.
Syllabus
Hunter DR, Lange K 2004 A tutorial on MM algorithms. American Statistician –37
Sun Y, Babu P, Palomar D P 2016. Majorization-minimization algorithms in signal processing, communications, and machine learning. IEEE Transactions on Signal Processing 4–816
Taught by
Computational Genomics Summer Institute CGSI