MM Principle of Optimization - CGSI 2023

Explore the MM Principle of Optimization in this 48-minute conference talk by Kenneth Lange at the Computational Genomics Summer Institute (CGSI) 2023. Dive into the fundamentals of Majorization-Minimization (MM) algorithms, their applications in various fields, and their importance in computational optimization. Learn about the theoretical foundations and practical implementations of MM algorithms as discussed in key papers by Hunter and Lange (2004), Lange (2020), and Sun et al. (2016). Gain insights into how these algorithms are utilized in signal processing, communications, and machine learning, and understand their significance in solving complex optimization problems in computational genomics and related fields.

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