A Bit of Information Theory, and the Data Augmentation Algorithm Converges
classification
💻 cs.IT
math.ITstat.CO
keywords
algorithmaugmentationdatainformationtheorybasiccomputingconvergence
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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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