Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm

DOI10.1016/J.CSDA.2020.107056MaRDI QIDQ829723zbMATH OpenOpenAlexFDO

Authors Lin Zhou, Yayong Tang

Publication date 6 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107056

zbMATH Keywords

factor analysisrandom effectsgeneralized gradientPX-EM algorithmAEM algorithmlinearly PNCG algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• An example of algorithm mining: Covariance adjustment to accelerate EM and Gibbs
• Efficient data augmentation techniques for some classes of state space models
• Randomized extrapolation for accelerating EM-type fixed-point algorithms

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