Open Access
Translator Disclaimer
August, 1993 Rates of Convergence for Data Augmentation on Finite Sample Spaces
Jeffrey S. Rosenthal
Ann. Appl. Probab. 3(3): 819-839 (August, 1993). DOI: 10.1214/aoap/1177005366

Abstract

We consider a version of the data augmentation algorithm of Tanner and Wong, which is a special case of the Gibbs sampler. Using ideas from Harris recurrence, we derive quantitative, a priori bounds on the number of iterations required to achieve convergence. Our analysis involves relating the Markov chain to an associated dynamical system.

Citation

Download Citation

Jeffrey S. Rosenthal. "Rates of Convergence for Data Augmentation on Finite Sample Spaces." Ann. Appl. Probab. 3 (3) 819 - 839, August, 1993. https://doi.org/10.1214/aoap/1177005366

Information

Published: August, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0780.60067
MathSciNet: MR1233628
Digital Object Identifier: 10.1214/aoap/1177005366

Subjects:
Primary: 60J10
Secondary: 62F15

Keywords: convergence rate , Data augmentation , Gibbs sampler , Harris recurrence

Rights: Copyright © 1993 Institute of Mathematical Statistics

JOURNAL ARTICLE
21 PAGES


SHARE
Vol.3 • No. 3 • August, 1993
Back to Top