A P\'olya-Gamma Sampler for a Generalized Logistic Regression

In this paper we introduce a novel Bayesian data augmentation approach for estimating the parameters of the generalised logistic regression model. We propose a P\'olya-Gamma sampler algorithm that allows us to sample from the exact posterior distribution, rather than relying on approximations....

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Hauptverfasser:	Valle, Luciana Dalla, Leisen, Fabrizio, Rossini, Luca, Zhu, Weixuan
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Computation Statistics - Methodology Statistics - Other Statistics
Online-Zugang:	Volltext bestellen
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