---
title: "Block Relaxation Methods in Statistics"
author: "Jan de Leeuw"
date: "2016-04-01T20:14:01Z"
tags: [Statistics, Multivariate]
link: "https://bookdown.org/jandeleeuw6/bras/"
length_weight: "100%"
pinned: false
---

The book discusses block relaxation, alternating least squares, augmentation, and majorization algorithms to minimize loss functions, with applications in statistics, multivariate analysis, and multidimensional scaling. [...] Many recent algorithms in computational statistics are variations on a common theme. In this book we discuss four such classes of algorithms. Or, more precisely, we discuss a single large class of algorithms, and we show how various well-known classes of statistical algorithms fit into this common framework. The types of algorithms we consider are, in logical order, ...
