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stat.CO2018
SQUAREM: An R Package for Off-the-Shelf Acceleration of EM, MM and Other EM-like Monotone Algorithms
Yu Du, Ravi Varadhan
We discuss R package SQUAREM for accelerating iterative algorithms which exhibit slow, monotone convergence. These include the well-known expectation-maximization algorithm, majori…
stat.AP2018
Bayesian Bivariate Subgroup Analysis for Risk-Benefit Evaluation
Nicholas C. Henderson, Ravi Varadhan
Subgroup analysis is a frequently used tool for evaluating heterogeneity of treatment effect and heterogeneity in treatment harm across observed baseline patient characteristics. W…
stat.CO2018
Damped Anderson acceleration with restarts and monotonicity control for accelerating EM and EM-like algorithms
Nicholas C. Henderson, Ravi Varadhan
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a mai…