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FastManly: An EM-Gradient Algorithm for Manly Mixture Models

arXiv 2410.00848 ↗First posted 1 Oct 2024stat.ML cs.LG stat.MEcited by 0

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Abstract (arXiv)

A faster implementation of mixtures of Manly transformations is proposed. This method, called FastManly, uses Newton's method for optimization in an EM gradient algorithm instead of Nelder-Mead in a traditional EM. A gradient and full Hessian are derived. Simulations show improved performance with noticeable speedups.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 2 of its 20 references that are in the map. First posted on arXiv 1 Oct 2024.

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References · 2

  1. 2013A Mixture of Generalized Hyperbolic Distributionscited by 18
  2. 2013Mixtures of Skew-t Factor Analyzerscited by 3

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