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Seeking efficient data augmentation schemes via conditional and marginal augmentation |
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| Authors: | Meng, X-L van Dyk, DA |
| Affiliation: | A1 Department of Statistics, The University of Chicago, Chicago, IL 60637, USA E-mail: meng@galton.uchicago.edu A2 Department of Statistics, Harvard University, Cambridge, MA 02138, USA E-mail: vandyk@hustat.harvard.edu |
| Abstract: | |
| Keywords: | Auxiliary variable EM algorithm Incomplete data Markov chain Monte Carlo PXEM algorithm Rate of convergence Working parameter. |
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