Daily Archives: December 21, 2012

What is data augmentation?

I’ve started summarizing papers for MathSciNet again, a strangely arcane practice coordinated by the American Mathematical Society. MathSciNet is a vast database of short reviews of math publications, and I loved it when I was writing the background sections of my graduate thesis. It was so useful then that I’m compelled to write summaries for it now, if I can make the time. Like reviewing, it makes me read a range of recent papers, but unlike reviewing, I don’t need to make a fuss about things that seem wrong. Fun.

I used to get to read some of the latest and greatest results in random graphs this way, but since I started up again, I’ve adjusted my preferences to receive some latest and greatest results in statistical computation. Hence my new appreciation for “data augmentation”, a term that doesn’t seem like good branding to me, but might be the key to MCMC coming into vogue for Bayesian computation.

Here is a little research list for my future self to investigate further:

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