FastManly: An EM-Gradient Algorithm for Manly Mixture Models
arXiv:2410.00848
Abstract
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.