Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
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Publication:449838
DOI10.1214/11-STS365zbMath1246.60095arXiv0911.4546WikidataQ60521589 ScholiaQ60521589MaRDI QIDQ449838
J. Herrera, D. Rodríguez-Gómez
Publication date: 1 September 2012
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.4546
eigenvalueMonte Carlospectrumsandwich algorithmcompact operatorconvergence rateMarkov operatorpositive operatoroperator normreversible Markov chainlabel switching
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05)
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