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The data augmentation (DA) algorithm is a widely used Markov chain Monte Carlo algorithm that is easy to implement but often suffers from slow convergence. The sandwich algorithm is an alternative that can converge much faster while…

Statistics Theory · Mathematics 2012-02-24 Kshitij Khare , James P. Hobert

The data augmentation (DA) algorithms are popular Markov chain Monte Carlo (MCMC) algorithms often used for sampling from intractable probability distributions. This review article comprehensively surveys DA MCMC algorithms, highlighting…

Computation · Statistics 2024-06-18 Vivekananda Roy , Kshitij Khare , James P. Hobert

Data augmentation (DA) algorithms are widely used for Bayesian inference due to their simplicity. In massive data settings, however, DA algorithms are prohibitively slow because they pass through the full data in any iteration, imposing…

Computation · Statistics 2021-09-21 Jiayuan Zhou , Kshitij Khare , Sanvesh Srivastava

Data augmentation forms the cornerstone of many modern machine learning training pipelines; yet, the mechanisms by which it works are not clearly understood. Much of the research on data augmentation (DA) has focused on improving existing…

Machine Learning · Computer Science 2023-04-13 Damien A. Dablain , Nitesh V. Chawla

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.

Information Theory · Computer Science 2009-09-12 Yaming Yu

Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…

Statistics Theory · Mathematics 2016-06-02 Qian Qin , James P. Hobert

Data augmentation (DA) turns seemingly intractable computational problems into simple ones by augmenting latent missing data. In addition to computational simplicity, it is now well-established that DA equipped with a deterministic…

Methodology · Statistics 2020-05-26 Hyungsuk Tak , Kisung You , Sujit K. Ghosh , Bingyue Su , Joseph Kelly

Data augmentation (DA) is indispensable in modern machine learning and deep neural networks. The basic idea of DA is to construct new training data to improve the model's generalization by adding slightly disturbed versions of existing data…

Machine Learning · Computer Science 2024-06-05 Chengtai Cao , Fan Zhou , Yurou Dai , Jianping Wang , Kunpeng Zhang

The data augmentation (DA) algorithm is a widely used Markov chain Monte Carlo (MCMC) algorithm that is based on a Markov transition density of the form $p(x|x')=\int_{\mathsf{Y}}f_{X|Y}(x|y)f_{Y|X}(y|x') dy$, where $f_{X|Y}$ and $f_{Y|X}$…

Statistics Theory · Mathematics 2008-12-18 James P. Hobert , Dobrin Marchev

Data augmentation (DA) is commonly used during model training, as it significantly improves test error and model robustness. DA artificially expands the training set by applying random noise, rotations, crops, or even adversarial…

Machine Learning · Computer Science 2019-05-09 Shashank Rajput , Zhili Feng , Zachary Charles , Po-Ling Loh , Dimitris Papailiopoulos

The logistic and probit link functions are the most common choices for regression models with a binary response. However, these choices are not robust to the presence of outliers/unexpected observations. The robit link function, which is…

Statistics Theory · Mathematics 2021-12-21 Sourav Mukherjee , Kshitij Khare , Saptarshi Chakraborty

Data Augmentation (DA) has become an essential tool to improve robustness and generalization of modern machine learning. However, when deciding on DA strategies it is critical to choose parameters carefully, and this can be a daunting task…

Machine Learning · Computer Science 2026-03-04 Madi Matymov , Ba-Hien Tran , Michael Kampffmeyer , Markus Heinonen , Maurizio Filippone

Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…

Statistics Theory · Mathematics 2015-12-08 Qian Qin , James P. Hobert

Data augmentation (DA) is a crucial technique for enhancing the sample efficiency of visual reinforcement learning (RL) algorithms. Notably, employing simple observation transformations alone can yield outstanding performance without extra…

Machine Learning · Computer Science 2023-10-30 Guozheng Ma , Linrui Zhang , Haoyu Wang , Lu Li , Zilin Wang , Zhen Wang , Li Shen , Xueqian Wang , Dacheng Tao

The Bayesian probit regression model (Albert and Chib (1993)) is popular and widely used for binary regression. While the improper flat prior for the regression coefficients is an appropriate choice in the absence of any prior information,…

Statistics Theory · Mathematics 2017-02-06 Saptarshi Chakraborty , Kshitij Khare

Gaussian errors are sometimes inappropriate in a multivariate linear regression setting because, for example, the data contain outliers. In such situations, it is often assumed that the error density is a scale mixture of multivariate…

Statistics Theory · Mathematics 2016-01-28 James P. Hobert , Yeun Ji Jung , Kshitij Khare , Qian Qin

Data Augmentation (DA) is known to improve the generalizability of deep neural networks. Most existing DA techniques naively add a certain number of augmented samples without considering the quality and the added computational cost of these…

Machine Learning · Computer Science 2022-03-18 Ehsan Kamalloo , Mehdi Rezagholizadeh , Ali Ghodsi

We propose using a modified conductance-based method to study the mixing time of an important class of two-block Gibbs samplers, the data augmentation (DA) algorithm. %, which is of prominent interest in both theoretical and empirical…

Statistics Theory · Mathematics 2026-04-23 Holden Lee , Kexin Zhang

Gaussian mixtures are commonly used for modeling heavy-tailed error distributions in robust linear regression. Combining the likelihood of a multivariate robust linear regression model with a standard improper prior distribution yields an…

Statistics Theory · Mathematics 2023-01-05 Haoxiang Li , Qian Qin , Galin L. Jones

Data Augmentation (DA) -- enriching training data by adding synthetic samples -- is a technique widely adopted in Computer Vision (CV) and Natural Language Processing (NLP) tasks to improve models performance. Yet, DA has struggled to gain…

Machine Learning · Computer Science 2024-01-24 Chao Wang , Alessandro Finamore , Pietro Michiardi , Massimo Gallo , Dario Rossi
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