A comparison theorem for data augmentation algorithms with applications
DOI10.1214/16-EJS1106zbMath1338.60189OpenAlexW2284818988MaRDI QIDQ5965325
Publication date: 3 March 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1455715964
Markov chain Monte Carlo methodsandwich algorithmconvergence ratecentral limit theoremoperator normdata augmentation algorithm
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)
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