Spectral analytic comparisons for data augmentation

DOI10.1016/j.spl.2011.09.009zbMath1252.65023OpenAlexW1996993126WikidataQ60521578 ScholiaQ60521578MaRDI QIDQ654482

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

eigenvaluesandwich algorithmMarkov chaincompact operatorconvergence ratedata augmentation algorithmMarkov transition density

Mathematics Subject Classification ID

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

Related Items (5)

Efficient estimation of the link function parameter in a robust Bayesian binary regression model ⋮ Efficient Bayesian estimation of the multivariate double chain Markov model ⋮ Convergence rates for MCMC algorithms for a robust Bayesian binary regression model ⋮ 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

Cites Work

• 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
• Gibbs sampling, exponential families and orthogonal polynomials
• 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
• Geometric ergodicity and hybrid Markov chains
• A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
• Remarks on functional canonical variates, alternating least squares methods and ACE
• 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
• Asymptotic Variance and Convergence Rates of Nearly-Periodic Markov Chain Monte Carlo Algorithms
• Parameter Expansion for Data Augmentation
• Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression
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