Newton–Raphson algorithm ( Maximum Likelihood Parameters)

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.)

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Real RAM

Year

1685

Reference

-