An iterative process that optimizes a function by alternately performing restricted optimization over parameter subsets. Instead of joint optimization, it breaks the optimization problem down into simpler sub-problems. This approach can make optimization feasible when joint optimization is too difficult.
Maintainer: Lennart Oelschläger oelschlaeger.lennart@gmail.com (ORCID)
Other contributors:
Siddhartha Chib chib@wustl.edu [contributor]
Useful links: