Acceleration of the EM, MM, and Other Monotone Algorithms for Modern Applications

Basics of Convergence Acceleration (e.g., Aitken's extrapolation, Extension to Vector Sequences, Polynomial Extrapolation, etc.). EM Algorithm and its Convergence, Examples, Slow Convergence. MM Algorithm, Examples, Slow Convergence. Other Monotone Algorithms in Statistics. Acceleration of EM, MM, etc. Nesterov Acceleration Applied to Gradient Descent Algorithm. Acceleration Techniques for Bayesian Computing (Hamiltonian Monte-Carlo). Convergence Acceleration for Modern Applications (High-Dimensional Problems, Nonlinear Models, Big Data). Description of R packages and Julia software.

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• Probabilidade e Estatística
• Engenharia do controlo automático
• Probabilidade e Estatística