A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms (Q2426614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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