Bayesian auxiliary variable models for binary and multinomial regression
نویسندگان
چکیده
منابع مشابه
Bayesian Auxiliary Variable Models for Binary and Multinomial Regression
In this paper we discuss auxiliary variable approaches to Bayesian binary and multinomial regression. These approaches are ideally suited to automated Markov chain Monte Carlo simulation. In the first part we describe a simple technique using joint updating that improves the performance of the conventional probit regression algorithm. In the second part we discuss auxiliary variable methods for...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2006
ISSN: 1936-0975
DOI: 10.1214/06-ba105