Efficient MCMC for binomial logit models

DOI10.1145/2414416.2414419zbMATH Open1490.62197OpenAlexW1978129083MaRDI QIDQ4635206FDOQ4635206

Agnes Fussl, R. Frühwirth, Sylvia Frühwirth-Schnatter

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

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

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)

Cited In (7)

• 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
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Efficient Robbins–Monro procedure for multivariate binary data
• Estimating marginal likelihoods from the posterior draws through a geometric identity

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)