The data augmentation algorithm: theory and methodology

zbMATH Open1229.65017MaRDI QIDQ3172410FDOQ3172410

Authors James P. Hobert 

Publication date 5 October 2011

zbMATH Keywords

data augmentationMarkov chain Monte Carlo method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited In (19)

• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
• Discussion
• Data augmentation for support vector machines
• A hybrid scan Gibbs sampler for Bayesian models with latent variables
• Convergence rates of two-component MCMC samplers
• Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models
• Improving efficiency of data augmentation algorithms using Peskun's theorem
• Title not available (Why is no real title available?)
• A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
• Efficient estimation of the link function parameter in a robust Bayesian binary regression model
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
• Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Scalable Hyperparameter Selection for Latent Dirichlet Allocation
• A point mass proposal method for Bayesian state-space model fitting
• Past, present and future of software for Bayesian inference
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
• Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models
• Estimating the spectral gap of a trace-class Markov operator

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