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

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

2008-11-02

arxiv.org/abs/0811.0174v1

IEEE Transactions on Information Theory 54 (2008) 5186--5188

Computer Science

Information Theory

Scientific paper

10.1109/TIT.2008.929918

The data augmentation (DA) algorithm is a simple and powerful tool in
statistical computing. In this note basic information theory is used to prove a
nontrivial convergence theorem for the DA algorithm.

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