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. Author manuscript; available in PMC: 2013 Dec 1.
Published in final edited form as: Biometrics. 2012 Sep 28;68(4):1197–1206. doi: 10.1111/j.1541-0420.2012.01785.x
Given θ̂[t],

  1. Choose a nonempty index set Inline graphic ⊆ ℕ and H[t] from (6)

  2. Solve (7) with θ̂ = θ̂[t], H = H[t], and Inline graphic = Inline graphic to obtain d[t] = Inline graphic(θ̂[t])

  3. Choose a step-size α[t] from (10) with θ̂ = θ̂[t] and d = d[t]

  4. Update θ̂[t+1] = θ̂[t] + α[t]d[t]

  5. Repeat 1 to 4 until some convergence criterion is met