600 citations · 807 across the 35 of their papers we have counts for
5 papers · 1 filter
Vertical-likelihood Monte Carlo
Nicholas G. Polson, James G. Scott
In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form , where is a target function (often a likelihoo…
Sampling Polya-Gamma random variates: alternate and approximate techniques
Jesse Windle, Nicholas G. Polson, James G. Scott
Efficiently sampling from the Pólya-Gamma distribution, , is an essential element of Pólya-Gamma data augmentation. Polson et. al (2013) show how to efficiently sample f…
Efficient Data Augmentation in Dynamic Models for Binary and Count Data
Jesse Windle, Carlos M. Carvalho, James G. Scott +1
Dynamic linear models with Gaussian observations and Gaussian states lead to closed-form formulas for posterior simulation. However, these closed-form formulas break down when the…
Expectation-maximization for logistic regression
James G. Scott, Liang Sun
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorith…
Parameter expansion in local-shrinkage models
James G. Scott
This paper considers the problem of using MCMC to fit sparse Bayesian models based on normal scale-mixture priors. Examples of this framework include the Bayesian LASSO and the hor…