9 citations · 10 across the 2 of their papers we have counts for
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stat.ME2012★ 9 cited
Bayesian inference for logistic models using Polya-Gamma latent variables
Nicholas G. Polson, James G. Scott, Jesse Windle
We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Polya-Gamma distributions, whic…
stat.ME2010★ 1 cited
Local shrinkage rules, Levy processes, and regularized regression
Nicholas G. Polson, James G. Scott
We use Levy processes to generate joint prior distributions, and therefore penalty functions, for a location parameter as p grows large. This generalizes the class of local-global…