SQUAREM
From MaRDI portal
Description
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>.
Cited in
(36)- Acceleration schemes with application to the EM algorithm
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms
- INTRIGUE
- SFS
- spef
- PMHT
- The genesis and early developments of Aitken's process, Shanks' transformation, the \(\varepsilon\)-algorithm, and related fixed point methods
- Acceleration of the EM algorithm: P-EM versus epsilon algorithm
- weaver
- CRF++
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem
- lava
- spuRs
- New iterative schemes for nonlinear fixed point problems, with applications to problems with bifurcations and incomplete-data problems
- Squared polynomial extrapolation methods with cycling: an application to the positron emission tomography problem
- ggtern
- turboEM
- tranSurv
- EPSfun
- ica
- Simple and Globally Convergent Methods for Accelerating the Convergence of Any EM Algorithm
- GRPIA
- ashr
- Comparison of the EM algorithm and alternatives
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
- reReg
- pesel
- GNE
- A quasi-Newton acceleration for high-dimensional optimization algorithms
- codalm
- BayesBrainMap
- birdie
- diffdriver
- templateICAr
- Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
- antitrust
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