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

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A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
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    A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms (English)
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    23 April 2008
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    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.
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    data augmentation
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    central limit theorem
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    Markov chain
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