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

DOI10.1109/TIT.2008.929918zbMath1319.60154arXiv0811.0174MaRDI QIDQ3604970

Yaming Yu

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.0174

zbMATH Keywords

total variationrelative entropyMarkov chain Monte CarloKullback-Leibler divergenceinformation geometryGibbs samplingPinsker's inequalityI-projectionreverse I-projection

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Information theory (general) (94A15)

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