MM Algorithms for Minimizing Nonsmoothly Penalized Objective Functions

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the majorization-minimization (MM) algorithm as its core optimization engine. The resulting algorithms rely on iterated soft-thresholding, implemented componentwise, allowing for fast, stable updating that avoids the need for any high-dimensional matrix inversion. We establish a local convergence theory for this class of algorithms under weaker assumptions than previously considered in the statistical literature. We also demonstrate the exceptional effectiveness of new acceleration methods, originally proposed for the EM algorithm, in this class of problems. Simulation results and a microarray data example are provided to demonstrate the algorithm's capabilities and versatility.Comment: A revised version of this paper has been published in the Electronic Journal of Statistic

Direct estimation of kinetic parametric images for dynamic PET.

Dynamic positron emission tomography (PET) can monitor spatiotemporal distribution of radiotracer in vivo. The spatiotemporal information can be used to estimate parametric images of radiotracer kinetics that are of physiological and biochemical interests. Direct estimation of parametric images from raw projection data allows accurate noise modeling and has been shown to offer better image quality than conventional indirect methods, which reconstruct a sequence of PET images first and then perform tracer kinetic modeling pixel-by-pixel. Direct reconstruction of parametric images has gained increasing interests with the advances in computing hardware. Many direct reconstruction algorithms have been developed for different kinetic models. In this paper we review the recent progress in the development of direct reconstruction algorithms for parametric image estimation. Algorithms for linear and nonlinear kinetic models are described and their properties are discussed

Bethe Projections for Non-Local Inference

Many inference problems in structured prediction are naturally solved by augmenting a tractable dependency structure with complex, non-local auxiliary objectives. This includes the mean field family of variational inference algorithms, soft- or hard-constrained inference using Lagrangian relaxation or linear programming, collective graphical models, and forms of semi-supervised learning such as posterior regularization. We present a method to discriminatively learn broad families of inference objectives, capturing powerful non-local statistics of the latent variables, while maintaining tractable and provably fast inference using non-Euclidean projected gradient descent with a distance-generating function given by the Bethe entropy. We demonstrate the performance and flexibility of our method by (1) extracting structured citations from research papers by learning soft global constraints, (2) achieving state-of-the-art results on a widely-used handwriting recognition task using a novel learned non-convex inference procedure, and (3) providing a fast and highly scalable algorithm for the challenging problem of inference in a collective graphical model applied to bird migration.Comment: minor bug fix to appendix. appeared in UAI 201