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 conve...

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Bibliografiska uppgifter
Huvudupphovsmän: Holmes, C, Held, L
Materialtyp: Journal article
Språk:English
Publicerad: 2006