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A Tutorial on MM Algorithms

2004/02/01 by David R Hunter, David R. Hunter, Kenneth Lange · 1,807 citations
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Algorithm #Artificial intelligence #Bayesian inference #Bayesian probability #Computer science #Estimation theory #Frequentist inference #Function (biology) #Likelihood function #Machine learning #Mathematical optimization #Mathematics #Missing data #Optimal Experimental Design Methods #Statistical Methods and Bayesian Inference

paper · doi:10.1198/0003130042836

published in The American Statistician 58(1), 30-37 (Taylor & Francis)

openalex publication_date 2004/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

Most problems in frequentist statistics involve optimization of a function such as a likelihood or a sum of squares. EM algorithms are among the most effective algorithms for maximum likelihood estimation because they consistently drive the likelihood uphill by maximizing a simple surrogate function for the log-likelihood. Iterative optimization of a surrogate function as exemplified by an EM algorithm does not necessarily require missing data. Indeed, every EM algorithm is a special case of the more general class of MM optimization algorithms, which typically exploit convexity rather than missing data in majorizing or minorizing an objective function. In our opinion, MM algorithms deserve to be part of the standard toolkit of professional statisticians. This article explains the principle behind MM algorithms, suggests some methods for constructing them, and discusses some of their attractive features. We include numerous examples throughout the article to illustrate the concepts described. In addition to surveying previous work on MM algorithms, this article introduces some new material on constrained optimization and standard error estimation.

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