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

DOI10.1016/J.SPL.2018.02.003MaRDI QIDQ1640962zbMATHOpenAlexFDO

Authors Xin Wang, Vivekananda Roy

Publication date 14 June 2018

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

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

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)

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.

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Cited in

(12)

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

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• BayesLogit

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