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

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Publication date
1 January 2008
Publisher
'Institute of Electrical and Electronics Engineers (IEEE)'
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    Abstract

    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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      Last time updated on 01/04/2019