A Bit of Information Theory, and the Data Augmentation Algorithm Converges (Q3604970)
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scientific article; zbMATH DE number 5517138
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| English | A Bit of Information Theory, and the Data Augmentation Algorithm Converges |
scientific article; zbMATH DE number 5517138 |
Statements
A Bit of Information Theory, and the Data Augmentation Algorithm Converges (English)
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24 February 2009
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Gibbs sampling
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I-projection
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Kullback-Leibler divergence
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Markov chain Monte Carlo
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Pinsker's inequality
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information geometry
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relative entropy
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reverse I-projection
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total variation
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0.8029500246047974
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0.7901222109794617
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0.769637405872345
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0.7677736878395081
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