arXiv Machine Learning By Katharine M. Clark, Paul D. McNicholas

FastManly: An EM-Gradient Algorithm for Manly Mixture Models

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FastManly is a new implementation of mixtures of Manly transformations that replaces the Nelder–Mead optimization used in traditional EM algorithms with Newton’s method. The authors derive both the gradient and full Hessian for the EM–gradient algorithm. Simulation studies demonstrate that FastManly achieves improved performance and noticeable speedups compared to the conventional approach.

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