SQUAREM (Q24213)
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Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SQUAREM |
Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms |
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expanded from: GPL (≥ 2) (English)
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12 March 2026
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Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction mappings such as the EM algorithm. It can be used to accelerate any smooth, linearly convergent scheme. A tutorial-style introduction is available in vignette("SQUAREM"). See also: Varadhan & Roland (2008) <doi:10.18637/jss.v092.i07>.
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