Spectral analytic comparisons for data augmentation

DOI10.1016/J.SPL.2011.09.009MaRDI QIDQ654482zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Markov chainconvergence rateeigenvaluecompact operatordata augmentation algorithmsandwich algorithmMarkov transition density

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 427989 (Why is no real title available?)
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• A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
• 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
• Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Geometric ergodicity and hybrid Markov chains
• Gibbs sampling, exponential families and orthogonal polynomials
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
• Linear operator theory in engineering and science. Repr. of the 1971 orig., publ. by Holt, Rinehart \& Winston, Inc.
• Natural exponential families with quadratic variance functions
• Norm comparisons for data augmentation
• Parameter Expansion for Data Augmentation
• Remarks on functional canonical variates, alternating least squares methods and ACE
• Seeking efficient data augmentation schemes via conditional and marginal augmentation
• The Calculation of Posterior Distributions by Data Augmentation

Cited in

(8)

• A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
• Efficient estimation of the link function parameter in a robust Bayesian binary regression model
• Efficient Bayesian estimation of the multivariate double chain Markov model
• Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers
• A comparison theorem for data augmentation algorithms with applications
• Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
• Convergence rates for MCMC algorithms for a robust Bayesian binary regression model

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