A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms (Q2426614): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q592341 |
||
Property / reviewed by | |||
Property / reviewed by: Ion C. Vladimirescu / rank | |||
Revision as of 17:18, 19 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms |
scientific article |
Statements
A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms (English)
0 references
23 April 2008
0 references
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.
0 references
data augmentation
0 references
central limit theorem
0 references
Markov chain
0 references