分层负二项-二项数据模型的双 Pólya-Gamma 数据扩充方案

IF 1.5 3区数学 Q3 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Computational Statistics & Data Analysis Pub Date : 2024-06-20 DOI:10.1016/j.csda.2024.108009

Xuan Ma, Jenný Brynjarsdóttir, Thomas LaFramboise

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引用次数: 0

摘要

本文提出了一种双 Pólya-Gamma 数据扩增方案，用于从总体和分类计数数据的贝叶斯分层模型中进行后验采样。该方案适用于带有对数链接和回归系数正态先验的负二项-二项（NBB）分层回归模型。结果表明，该方法非常高效，在大多数情况下都优于 Stan 程序。分层建模框架和 Pólya-Gamma 数据增强方案被应用于人类线粒体 DNA 数据。

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A double Pólya-Gamma data augmentation scheme for a hierarchical Negative Binomial - Binomial data model

A double Pólya-Gamma data augmentation scheme is developed for posterior sampling from a Bayesian hierarchical model of total and categorical count data. The scheme applies to a Negative Binomial - Binomial (NBB) hierarchical regression model with logit links and normal priors on regression coefficients. The approach is shown to be very efficient and in most cases out-performs the Stan program. The hierarchical modeling framework and the Pólya-Gamma data augmentation scheme are applied to human mitochondrial DNA data.

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来源期刊

Computational Statistics & Data Analysis 数学-计算机：跨学科应用

CiteScore

3.70

自引率

5.60%

发文量

167

审稿时长

60 days

期刊介绍： Computational Statistics and Data Analysis (CSDA), an Official Publication of the network Computational and Methodological Statistics (CMStatistics) and of the International Association for Statistical Computing (IASC), is an international journal dedicated to the dissemination of methodological research and applications in the areas of computational statistics and data analysis. The journal consists of four refereed sections which are divided into the following subject areas: I) Computational Statistics - Manuscripts dealing with: 1) the explicit impact of computers on statistical methodology (e.g., Bayesian computing, bioinformatics,computer graphics, computer intensive inferential methods, data exploration, data mining, expert systems, heuristics, knowledge based systems, machine learning, neural networks, numerical and optimization methods, parallel computing, statistical databases, statistical systems), and 2) the development, evaluation and validation of statistical software and algorithms. Software and algorithms can be submitted with manuscripts and will be stored together with the online article. II) Statistical Methodology for Data Analysis - Manuscripts dealing with novel and original data analytical strategies and methodologies applied in biostatistics (design and analytic methods for clinical trials, epidemiological studies, statistical genetics, or genetic/environmental interactions), chemometrics, classification, data exploration, density estimation, design of experiments, environmetrics, education, image analysis, marketing, model free data exploration, pattern recognition, psychometrics, statistical physics, image processing, robust procedures. [...] III) Special Applications - [...] IV) Annals of Statistical Data Science [...]

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