Efficient MCMC for binomial logit models

DOI10.1145/2414416.2414419MaRDI QIDQ4635206zbMATH OpenOpenAlexFDO

Authors Agnes Fussl, Sylvia Frühwirth-Schnatter, R. Frühwirth

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2414416.2414419

zbMATH Keywords

data augmentationMarkov chain Monte Carlo methodslogit modelrandom utility modelbinomial data

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Generalized linear models (logistic models) (62J12)

Recommendations

• Auxiliary mixture sampling with applications to logistic models
• Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models
• Bayesian analysis of the logit model and comparison of two Metropolis-Hastings strategies.
• Bayesian computation for logistic regression
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables

Cited in

(9)

• Estimating marginal likelihoods from the posterior draws through a geometric identity
• Efficient Robbins–Monro procedure for multivariate binary data
• Approximate inference for the multinomial logit model
• Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data
• A double Pólya-Gamma data augmentation scheme for a hierarchical negative binomial-binomial data model
• Sparse Bayesian modelling of underreported count data
• Hierarchical models for repeated binary data using the IBF sampler
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Auxiliary mixture sampling with applications to logistic models

This page was built for publication: Efficient MCMC for binomial logit models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635206)