Efficient MCMC for binomial logit models

DOI10.1145/2414416.2414419zbMATH Open1490.62197OpenAlexW1978129083MaRDI QIDQ4635206FDOQ4635206

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

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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 (9)

• 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
• Efficient Robbins–Monro procedure for multivariate binary data
• Estimating marginal likelihoods from the posterior draws through a geometric identity

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