Overview
Martin A. Tanner is a statistician (Northwestern University) known for foundational work on data augmentation and simulation-based methods for posterior computation, and for the influential textbook Tools for Statistical Inference.
Key Contributions / Features
- Data augmentation — Tanner–Wong (1987): With Wing Hung Wong, introduced the data-augmentation algorithm (Imputation and Posterior steps) for computing intractable posteriors via latent variables — the Bayesian analogue of EM and the direct precursor of the Gibbs sampler. See Tanner-Wong (1987) and Data Augmentation.
- Griddy-Gibbs — Ritter–Tanner (1992): With Christian Ritter, the Griddy-Gibbs sampler and the "Gibbs stopper" convergence diagnostic. See Griddy-Gibbs Sampler.
- MCEM — Wei–Tanner (1990): Monte Carlo implementation of the EM algorithm and "poor man's data augmentation."
- Textbook: Tools for Statistical Inference: Observed Data and Data Augmentation Methods (Springer, 1991/1996).
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