The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm
评论了数据增强算法,提出SIR算法作为非迭代的抽样/重要性重抽样替代方案,适用于缺失信息比例适中时创建少量插补,对处理缺失数据的统计学者有用。
Donald B. Rubin, The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm, Journal of the American Statistical Association, Vol. 82, No. 398 (Jun., 1987), pp. 543-546