3 papers
stat.ME2019
A Pólya-Gamma Sampler for a Generalized Logistic Regression
Luciana Dalla Valle, Fabrizio Leisen, Luca Rossini +1
In this paper we introduce a novel Bayesian data augmentation approach for estimating the parameters of the generalised logistic regression model. We propose a Pólya-Gamma sampler…
stat.ME2018
On a flexible construction of a negative binomial model
Fabrizio Leisen, Ramsés H. Mena, Freddy Palma Mancilla +1
This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probab…
stat.ME2018
Loss-based approach to two-piece location-scale distributions with applications to dependent data
Fabrizio Leisen, Luca Rossini, Cristiano Villa
Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter o…