Quadratic extrapolation for accelerating convergence of the EM fixed point problem

DOI10.1016/j.cam.2019.112577zbMath1436.62315OpenAlexW2984918611WikidataQ126846133 ScholiaQ126846133MaRDI QIDQ2293620

Foued Saâdaoui

Publication date: 5 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112577

zbMATH Keywords

EM algorithmconvergence accelerationmaximum likelihoodquadratic extrapolationparameterized EM algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) General nonlinear regression (62J02)

Related Items (2)

Investigating volatility transmission across international equity markets using multivariate fractional models ⋮ Randomized extrapolation for accelerating EM-type fixed-point algorithms

Uses Software

• SQUAREM
• EPSfun

Cites Work

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• Robust, Smoothly Heterogeneous Variance Regression
• A curious likelihood identity for the multivariate t-distribution
• Relaxed steepest descent and Cauchy-Barzilai-Borwein method
• A finite element method for the Sivashinsky equation

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