Parameter Expansion for Data Augmentation

DOI10.2307/2669940zbMath1069.62514OpenAlexW4237209138MaRDI QIDQ4541268

Jun S. Liu, Ying Nian Wu

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669940

zbMATH Keywords

EM algorithmMarkov chain Monte CarloGibbs samplerHaar measureRate of convergenceLocally compact groupAuxiliary variableGroup of transformationsReparameterizationMaximal correlationOverparameterization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Parametric inference (62F99)

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