Abstract:
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 convergen...Show MoreMetadata
Abstract:
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: IEEE Transactions on Information Theory ( Volume: 54, Issue: 11, November 2008)
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