Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
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DOI: 10.1080/10618600.2020.1826954
Abstract: Abstract Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo… read more here.
Keywords: exact data; augmentation; augmentation models; models properties ... See more keywords