Convergence acceleration of the Expectation-Maximization (EM) algorithms in computational statistics: A suite of cutting-edge acceleration schemes

by Jennifer for R Project for Statistical Computing

The Expectation-Maximization (EM) algorithm is a useful and popular optimization approach that arises in a wide range of scientific applications. Adaptations of the original EM approach have been proposed that provide faster convergence rates without compromising its global convergence property. We propose to develop an R package which will provide a unified implementation of the diverse set of accelerations schemes to the EM algorithm in an open source, user-friendly environment.