The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic

DOI10.1214/13-EJS837zbMath1349.60123WikidataQ121691378 ScholiaQ121691378MaRDI QIDQ364199

Hee Min Choi, James P. Hobert

Publication date: 6 September 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1377005819

zbMATH Keywords

Monte CarloMarkov chaindata augmentation algorithmminorization conditionPólya-gamma distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Uses Software

• BayesLogit

Cites Work

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