Randomized extrapolation for accelerating EM-type fixed-point algorithms

DOI10.1016/J.JMVA.2023.105188zbMATH Open1520.62003OpenAlexW4362590454MaRDI QIDQ6097563FDOQ6097563

Authors: Foued Saâdaoui 

Publication date: 5 June 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105188

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zbMATH Keywords

data scienceEM algorithmconvergence accelerationfixed point problemsrandomized extrapolation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Extrapolation to the limit, deferred corrections (65B05)

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Cited In (2)

• Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
• Quadratic extrapolation for accelerating convergence of the EM fixed point problem

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