Spectral analytic comparisons for data augmentation
DOI10.1016/J.SPL.2011.09.009zbMATH Open1252.65023OpenAlexW1996993126WikidataQ60521578 ScholiaQ60521578MaRDI QIDQ654482FDOQ654482
Authors: Vivekananda Roy 
Publication date: 28 December 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.009
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Markov chainconvergence rateeigenvaluecompact operatordata augmentation algorithmsandwich algorithmMarkov transition density
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Cites Work
- The Calculation of Posterior Distributions by Data Augmentation
- Seeking efficient data augmentation schemes via conditional and marginal augmentation
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
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- Title not available (Why is that?)
- Parameter Expansion for Data Augmentation
- Geometric ergodicity and hybrid Markov chains
- Natural exponential families with quadratic variance functions
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- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- Linear operator theory in engineering and science. Repr. of the 1971 orig., publ. by Holt, Rinehart \& Winston, Inc.
- Remarks on functional canonical variates, alternating least squares methods and ACE
- Gibbs sampling, exponential families and orthogonal polynomials
- Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
- Norm comparisons for data augmentation
Cited In (5)
- Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors
- Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers
- Efficient Bayesian estimation of the multivariate double chain Markov model
- 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
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