相关论文: A theoretical comparison of the data augmentation,…

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…

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…

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…

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…

There has been considerable interest in making Bayesian inference more scalable. In big data settings, most literature focuses on reducing the computing time per iteration, with less focused on reducing the number of iterations needed in…

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…

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…

The reversible Markov chains that drive the data augmentation (DA) and sandwich algorithms define self-adjoint operators whose spectra encode the convergence properties of the algorithms. When the target distribution has uncountable…

In this article, we consider Markov chain Monte Carlo(MCMC) algorithms for exploring the intractable posterior density associated with Bayesian probit linear mixed models under improper priors on the regression coefficients and variance…

The monotone data augmentation (MDA) algorithm has been widely used to impute missing data for longitudinal continuous outcomes. Compared to a full data augmentation approach, the MDA scheme accelerates the mixing of the Markov chain,…

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…

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…

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.

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…

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…

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…

Data augmentation is popular in the training of large neural networks; currently, however, there is no clear theoretical comparison between different algorithmic choices on how to use augmented data. In this paper, we take a step in this…

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…

We propose a novel algorithm for data augmentation in nonlinear over-parametrized regression. Our data augmentation algorithm borrows from the literature on causality and extends the recently proposed Anchor regression (AR) method for data…

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…