This is simplya two-stepversionof themore general Gibbs sampler ( Geman and Geman 1984 ) , and thus under the standard regularity conditions for the Gibbs sampler

@inproceedings{Dvid2001ThisIS,
  title={This is simplya two-stepversionof themore general Gibbs sampler ( Geman and Geman 1984 ) , and thus under the standard regularity conditions for the Gibbs sampler},
  author={Alexandra D{\'a}vid and VAN and Xiao-Li},
  year={2001}
}
The term data augmentation refers to methods for constructing iterative optimization or sampling algorithms via the introductionof unobserved data or latent variables. For deterministic algorithms, the method was popularized in the general statistical community by the seminal article by Dempster, Laird, and Rubin on the EM algorithm for maximizing a… CONTINUE READING