Polya-Gamma Augmentation
Data augmentation using Polya-Gamma latent variables.
2000년 도입 · 논문 6편에서 사용
This method applies Polya-Gamma latent variables as a way to obtain closed form expressions for full-conditionals of posterior distributions in sampling algorithms like MCMC.
출처: Bayesian inference for logistic models using Polya-Gamma latent variables
소개 논문: Bayesian inference for logistic models using Polya-Gamma latent variables
Latent Variable Sampling · General