2 code implementations • 2 May 2014 • Jesse Windle, Nicholas G. Polson, James G. Scott
Efficiently sampling from the P\'olya-Gamma distribution, ${PG}(b, z)$, is an essential element of P\'olya-Gamma data augmentation.
Computation
2 code implementations • 2 May 2012 • Nicholas G. Polson, James G. Scott, Jesse Windle
We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods.