A comparison theorem for data augmentation algorithms with applications
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central limit theoremconvergence ratedata augmentation algorithmMarkov chain Monte Carlo methodoperator normsandwich algorithm
Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Recommendations
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
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- Spectral analytic comparisons for data augmentation
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- Improving efficiency of data augmentation algorithms using Peskun's theorem
Cites work
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- Bayesian quantile regression
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Das statistische Problem der Korrelation als Variations‐ und Eigenwertproblem und sein Zusammenhang mit der Ausgleichsrechnung
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Geometric ergodicity and hybrid Markov chains
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- scientific article; zbMATH DE number 47995 (Why is no real title available?)
- scientific article; zbMATH DE number 720679 (Why is no real title available?)
- scientific article; zbMATH DE number 3221750 (Why is no real title available?)
- scientific article; zbMATH DE number 3245885 (Why is no real title available?)
- Parameter Expansion for Data Augmentation
- Some properties of the bivariate normal distribution considered in the form of a contingency table
- The Calculation of Posterior Distributions by Data Augmentation
- The Collapsed Gibbs Sampler in Bayesian Computations with Applications to a Gene Regulation Problem
- The existence of regular conditional probabilities: Necessary and sufficient conditions
Cited in
(8)- Rates of convergence for data augmentation on finite sample spaces
- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- A Bit of Information Theory, and the Data Augmentation Algorithm Converges
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- scientific article; zbMATH DE number 7306924 (Why is no real title available?)
- Spectral analytic comparisons for data augmentation
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- Improving efficiency of data augmentation algorithms using Peskun's theorem
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