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\documentclass[12pt]{article}
\usepackage[margin=1in]{geometry}
\usepackage{amsmath, amssymb, amsfonts}
%\usepackage{natbib}
\usepackage{graphicx}
\usepackage{color} %% red, green, and blue (for screen display) and cyan, magenta, and yellow
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\usepackage{hyperref}
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\title{\texttt{SQUAREM}: Accelerating the Convergence of EM, MM and Other Fixed-Point Algorithms}
\author{Ravi Varadhan}
\date{}
\usepackage{Sweave}
\begin{document}
%\VignetteIndexEntry{SQUAREM Tutorial}
%\VignetteDepends{setRNG}
%\VignetteKeywords{EM algorithm, fixed-point iteration, acceleration, extrapolation}
%\VignettePackage{SQUAREM}
\maketitle
\section{Overview of SQUAREM}
''SQUAREM'' is a package intended for accelerating slowly-convergent contraction mappings. It can be used for accelerating the convergence of slow, linearly convergent contraction mappings such as the EM (expectation-maximization) algorithm, MM (majorize and minimize) algorithm, and other nonlinear fixed-point iterations such as the power method for finding the dominant eigenvector. It uses a novel approach callled squared extrapolation method (SQUAREM) that was proposed in Varadhan and Roland (Scandinavian Journal of Statistics, 35: 335-353), and also in Roland, Vardhan, and Frangakis (Numerical Algorithms, 44: 159-172).
The functions in this package are made available with:
\begin{Schunk}
\begin{Sinput}
> library("SQUAREM")
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