A Pólya–Gamma sampler for a generalized logistic regression

DOI10.1080/00949655.2021.1910947MaRDI QIDQ3389646zbMATH OpenOpenAlexFDO

Authors Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini, Weixuan Zhu

Publication date 23 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1910947

zbMATH Keywords

Bayesian inferencegeneralized logistic regressionPólya-gamma samplerrecidivism data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on the posterior inference for the Yule–Simon distribution
• A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
• An approximate likelihood perspective on ABC methods
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Bayesian analysis of immigration in Europe with generalized logistic regression
• Bayesian auxiliary variable models for binary and multinomial regression
• Handbook of Markov Chain Monte Carlo
• Parameter Expansion for Data Augmentation
• Seeking efficient data augmentation schemes via conditional and marginal augmentation
• Slice sampling. (With discussions and rejoinder)
• The Calculation of Posterior Distributions by Data Augmentation
• The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic

Cited in

(1)

• Analysis of Polya-Gamma Gibbs sampler for Bayesian logistic analysis of variance

Describes a project that uses

Uses Software

• CODA
• BayesLogit

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