RPEM: Randomized Monte Carlo Parametric Expectation Maximization Algorithm

06/05/2022

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by   Rong Chen, et al.

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Inspired from quantum Monte Carlo methods, we developed a novel, fast, accurate, robust, and generalizable high performance algorithm for Monte Carlo Parametric Expectation Maximization (MCPEM) methods. We named it Randomized Parametric Expectation Maximization (RPEM). RPEM can be used on a personal computer as an independent engine or can serve as a `booster' to be combined with MCPEM engines used in current population modeling software tools. RPEM can also run on supercomputer clusters, since it is fully parallelized and scalable.