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Compact operator 1 Convergence rate 1 Data augmentation algorithm 1 Eigenvalue 1 Markov chain 1
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Roy, Vivekananda 1
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Statistics & Probability Letters 1
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Spectral analytic comparisons for data augmentation
Roy, Vivekananda - In: Statistics & Probability Letters 82 (2012) 1, pp. 103-108
The sandwich algorithm (SA) is an alternative to the data augmentation (DA) algorithm that uses an extra simulation step at each iteration. In this paper, we show that the sandwich algorithm always converges at least as fast as the DA algorithm, in the Markov operator norm sense. We also...
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