A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms (Q2426614): Difference between revisions

The authors are conducting a theoretical comparison between three types of algorithms used in probability density estimation. The main methods studied are DA, MA and several versions of PX-DA. For the DA method several improvements are studied in Section 3. General versions for two variants of PX-DA method are also studied in the last sections, and the HAAR PX-DA is proved to be more efficient than any other PX-DA algorithm.