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A Bit of Information Theory, and the Data Augmentation Algorithm Converges

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1 Author(s)
Yaming Yu ; Dept. of Stat., Univ. of California, Irvine, CA

The data augmentation (DA) algorithm is a simple and powerful tool in statistical computing. In this note basic information theory is used to prove a nontrivial convergence theorem for the DA algorithm.

Published in:

Information Theory, IEEE Transactions on  (Volume:54 ,  Issue: 11 )