The data augmentation algorithm: theory and methodology

MaRDI QIDQ3172410zbMATHFDO

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)

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• A point mass proposal method for Bayesian state-space model fitting
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Convergence rates of two-component MCMC samplers
• Improving efficiency of data augmentation algorithms using Peskun's theorem
• Data augmentation for support vector machines
• Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
• Past, present and future of software for Bayesian inference
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model
• A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
• Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models
• A hybrid scan Gibbs sampler for Bayesian models with latent variables
• Estimating the spectral gap of a trace-class Markov operator
• Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data

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