Analysis of the Pólya-gamma block Gibbs sampler for Bayesian logistic linear mixed models

DOI10.1016/J.SPL.2018.02.003zbMATH Open1414.62331arXiv1708.00100OpenAlexW2963656210MaRDI QIDQ1640962FDOQ1640962

Authors: Xin Wang, Vivekananda Roy 

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this article, we construct a two-block Gibbs sampler using Polson et al. (2013) data augmentation technique with Polya-Gamma latent variables for Bayesian logistic linear mixed models under proper priors. Furthermore, we prove the uniform ergodicity of this Gibbs sampler, which guarantees the existence of the central limit theorems for MCMC based estimators.

Full work available at URL: https://arxiv.org/abs/1708.00100

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zbMATH Keywords

Markov chaindata augmentationuniform ergodicitylogit linkPólya-Gamma distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Generalized linear models (logistic models) (62J12)

Cites Work

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Cited In (12)

• Tractable Bayesian density regression via logit stick-breaking priors
• Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior
• Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers
• Bayesian inference for logistic models in R language
• Asynchronous and Distributed Data Augmentation for Massive Data Settings
• Approximating the spectral gap of the Pólya-Gamma Gibbs sampler
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Convergence analysis of block Gibbs samplers for Bayesian linear mixed models with \(p>N\)
• Analysis of Polya-Gamma Gibbs sampler for Bayesian logistic analysis of variance
• Gaussian process regression and classification using international classification of disease codes as covariates
• A semiparametric Bayesian approach to binomial distribution logistic mixed-effects models for longitudinal data
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic

Uses Software

• BayesLogit

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