A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms

Annals of Statistics

Volumn 36, Issue 2, 2008, Pages 532-554

  Hobert, James P ^a,c   Marchev, Dobrin ^b  

^a UNIVERSITY OF FLORIDA   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

^c University of Florida ^*  (United States)

Author keywords

Central limit theorem; Convergence rate; Group action; Left Haar measure; Markov chain; Markov operator; Monte Carlo; Nonpositive recurrent; Operator norm; Relatively invariant measure; Topological group

Indexed keywords

EID: 34547835365     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000569     Document Type: Article

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