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Description

Squared Extrapolation Methods for Accelerating EM-Like Monotone Algorithms.

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>.
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Version

2026.1

License

Unknown

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