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

A Bit of Information Theory, and the Data Augmentation Algorithm Converges (Q3604970)

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A Bit of Information Theory, and the Data Augmentation Algorithm Converges
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    A Bit of Information Theory, and the Data Augmentation Algorithm Converges (English)
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    24 February 2009
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    Gibbs sampling
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    I-projection
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    Kullback-Leibler divergence
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    Markov chain Monte Carlo
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    Pinsker's inequality
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    information geometry
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    relative entropy
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    reverse I-projection
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    total variation
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