Auxiliary mixture sampling with applications to logistic models
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Publication:1019983
DOI10.1016/J.CSDA.2006.10.006zbMATH Open1161.62387OpenAlexW2078082181MaRDI QIDQ1019983FDOQ1019983
Sylvia Frühwirth-Schnatter, R. Frühwirth
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.10.006
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Numerical analysis or methods applied to Markov chains (65C40) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
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Cited In (30)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes
- Forecasting binary longitudinal data by a functional PC-ARIMA model
- 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
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Efficient data augmentation techniques for some classes of state space models
- Bayesian analysis of immigration in Europe with generalized logistic regression
- Variable selection for market basket analysis
- Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data
- 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
- Computational techniques for applied econometric analysis of macroeconomic and financial processes
- A double Pólya-Gamma data augmentation scheme for a hierarchical negative binomial-binomial data model
- Efficient estimation and particle filter for max-stable processes
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models
- Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?
- Bayesian first order auto-regressive latent variable models for multiple binary sequences
- Penalized complexity priors for degrees of freedom in Bayesian P-splines
- Stochastic tail index model for high frequency financial data with Bayesian analysis
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Bayesian estimation and stochastic model specification search for dynamic survival models
- \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation?
- Bayesian dynamic probit models for the analysis of longitudinal data
- The HESSIAN method: highly efficient simulation smoothing, in a nutshell
- A Bayesian Markov model with Pólya-gamma sampling for estimating individual behavior transition probabilities from accelerometer classifications
- Order selection for regression-based hidden Markov model
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
- Estimating marginal likelihoods from the posterior draws through a geometric identity
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