Auxiliary mixture sampling with applications to logistic models
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Cites work
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- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Efficient estimation and particle filter for max-stable processes
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- A Bayesian Markov model with Pólya-gamma sampling for estimating individual behavior transition probabilities from accelerometer classifications
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- Bayesian first order auto-regressive latent variable models for multiple binary sequences
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- Computational techniques for applied econometric analysis of macroeconomic and financial processes
- Bayesian estimation of the multinomial logit model: a comment on Holmes and Held, ``Bayesian auxiliary variable models for binary and multinomial regression
- Bayesian dynamic probit models for the analysis of longitudinal data
- Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
- Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models
- Efficient MCMC for binomial logit models
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models
- A Bayesian approach to model-based clustering for binary panel probit models
- Bayesian estimation of random effects models for multivariate responses of mixed data
- Bayesian nonparametric regression analysis of data with random effects covariates from longitudinal measurements
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
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