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)

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Cited in

(9)

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

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