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Sampling Polya-Gamma random variates: alternate and approximate techniques

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arxiv 1405.0506 v1 pith:XIMNCI6U submitted 2014-05-02 stat.CO

Jesse Windle , Nicholas G. Polson , James G. Scott This is my paper · ORCID
classification stat.CO
keywords distributionsamplingefficientlyolya-gammaalternateapproximateaugmentationbuild
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abstract

Efficiently sampling from the P\'olya-Gamma distribution, ${PG}(b,z)$, is an essential element of P\'olya-Gamma data augmentation. Polson et. al (2013) show how to efficiently sample from the ${PG}(1,z)$ distribution. We build two new samplers that offer improved performance when sampling from the ${PG}(b,z)$ distribution and $b$ is not unity.

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  1. stLMM: Bayesian Spatial and Space-Time Linear Mixed Models for Small-Area Ecological Estimation

    stat.ME 2026-07 accept novelty 6.0 of 10

    stLMM unifies Bayesian spatial, temporal, and space-time linear mixed models in one R package with a shared sparse-precision engine for ecological small-area estimation.

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