Newton–Raphson algorithm ( Maximum Likelihood Parameters)
Revision as of 12:15, 15 February 2023 by Admin (talk | contribs) (Created page with "== Time Complexity == $O(n^{3})$ == Space Complexity == $O(n+r^{2})$? words (Stores current theta guess, which is updated each iteration, and requires computation of the (inverse of the) Hessian matrix. Also assumes description of log-likelihood takes O(n+r) auxiliary space.) == Description == == Approximate? == Exact == Randomized? == No, deterministic == Model of Computation == Real RAM == Year == 1685 == Reference == -")
Time Complexity
$O(n^{3})$
Space Complexity
$O(n+r^{2})$? words
(Stores current theta guess, which is updated each iteration, and requires computation of the (inverse of the) Hessian matrix. Also assumes description of log-likelihood takes O(n+r) auxiliary space.)
Description
Approximate?
Exact
Randomized?
No, deterministic
Model of Computation
Real RAM
Year
1685
Reference
-