Improving efficiency of data augmentation algorithms using Peskun's theorem

DOI10.1007/s00180-015-0632-4zbMath1342.65060OpenAlexW2287837679WikidataQ60521520 ScholiaQ60521520MaRDI QIDQ736654

Vivekananda Roy

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0632-4

zbMATH Keywords

efficiency orderingPeskun orderingMCMCmodified data augmentationRao Blackwellization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical analysis or methods applied to Markov chains (65C40)

Uses Software

• R

Cites Work

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