R package SQUAREM: Squared extrapolation methods for accelerating fixed-point iterations. Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction mapping such as the EM algorithm. It can be used to accelerate any smooth, linearly convergent acceleration scheme. A tutorial style introduction to this package is available in a vignette on the CRAN download page or, when the package is loaded in an R session, with vignette(”SQUAREM”).
Keywords for this software
References in zbMATH (referenced in 10 articles )
Showing results 1 to 10 of 10.
- Peter Carbonetto, Xiang Zhou, Matthew Stephens: varbvs: Fast Variable Selection for Large-scale Regression (2017) arXiv
- Springer, Theresa; Urban, Karsten: Comparison of the EM algorithm and alternatives (2014)
- Berlinet, Alain F.; Roland, Christophe: Acceleration of the EM algorithm: P-EM versus epsilon algorithm (2012)
- Zhou, Hua; Alexander, David; Lange, Kenneth: A quasi-Newton acceleration for high-dimensional optimization algorithms (2011)
- Sa^adaoui, Foued: Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods (2010)
- Huang, Han-Shen; Yang, Bo-Hou; Chang, Yu-Ming; Hsu, Chun-Nan: Global and componentwise extrapolations for accelerating training of Bayesian networks and conditional random fields (2009) ioport
- Varadhan, Ravi; Roland, Christophe: Simple and globally convergent methods for accelerating the convergence of any EM algorithm (2008)
- Berlinet, A.; Roland, Ch.: Acceleration schemes with application to the EM algorithm (2007)
- Roland, Ch.; Varadhan, R.; Frangakis, C.E.: Squared polynomial extrapolation methods with cycling: an application to the positron emission tomography problem (2007)
- Roland, Ch.; Varadhan, R.: New iterative schemes for nonlinear fixed point problems, with applications to problems with bifurcations and incomplete-data problems (2005)