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Parameter Expansion for Data Augmentation.

Authors :
Liu
Ying Nian Wu, Jun S.
Source :
Journal of the American Statistical Association. Dec99, Vol. 94 Issue 448, p1264-1274. 11p. 6 Graphs.
Publication Year :
1999

Abstract

Discusses parameter expansion and defines a parameter-expanded data augmentation (PX-DA) algorithm. Data transformation and convergence properties; Group structure and Haar prior for the expansion parameter; Numerical example.

Subjects

Subjects :
*PARAMETER estimation
*ALGORITHMS
*HAAR system (Mathematics)

Details

Language :
English
ISSN :
01621459
Volume :
94
Issue :
448
Database :
Academic Search Index
Journal :
Journal of the American Statistical Association
Publication Type :
Academic Journal
Accession number :
2595588
Full Text :
https://doi.org/10.1080/01621459.1999.10473879
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