Squared Extrapolation Methods for Accelerating EM-Like Monotone
Algorithms
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) .