Improving efficiency of data augmentation algorithms using Peskun's theorem
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Cites work
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- A note on Metropolis-Hastings kernels for general state spaces
- A novel sandwich algorithm for empirical Bayes analysis of rank data
- 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
- Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Convergence of conditional Metropolis-Hastings samplers
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model
- General state space Markov chains and MCMC algorithms
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- Markov Chains
- Markov chains and stochastic stability
- Miscellanea. Peskun's theorem and a modified discrete-state Gibbs sampler
- On the Markov chain central limit theorem
- Optimum Monte-Carlo sampling using Markov chains
- Parameter Expansion for Data Augmentation
- Seeking efficient data augmentation schemes via conditional and marginal augmentation
- The Calculation of Posterior Distributions by Data Augmentation
- The data augmentation algorithm: theory and methodology
Cited in
(5)- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
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- Norm comparisons for data augmentation
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