Efficient Bayesian inference for COM-Poisson regression models

DOI10.1007/s11222-017-9750-xzbMath1384.62266OpenAlexW2609456244WikidataQ59614773 ScholiaQ59614773MaRDI QIDQ1703862

Tereza Neocleous, Ludger Evers, Charalampos Chanialidis, Agostino Nobile

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-017-9750-x

zbMATH Keywords

Markov chain Monte Carlocount dataBayesian statisticsexchange algorithmrejection samplingConway-Maxwell-Poisson regression

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (7)

Bayesian Conway–Maxwell–Poisson regression models for overdispersed and underdispersed counts ⋮ Direct sampling with a step function ⋮ Uniformly most powerful unbiased tests for the dispersion parameter of the Conway-Maxwell-Poisson distribution ⋮ A fast look-up method for Bayesian mean-parameterised Conway-Maxwell-Poisson regression models ⋮ Bayesian inference, model selection and likelihood estimation using fast rejection sampling: the Conway-Maxwell-Poisson distribution ⋮ Unnamed Item ⋮ Unnamed Item

Uses Software

• R
• CODA
• SAS
• Compoisson
• mcmcplots
• COMPoissonReg
• SAS/ETS

Cites Work

• A flexible regression model for count data
• The pseudo-marginal approach for efficient Monte Carlo computations
• Inference from iterative simulation using multiple sequences
• On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
• The Bayesian Lasso
• Bayesian Variable Selection in Linear Regression
• Bayesian Measures of Model Complexity and Fit
• Adaptive Rejection Sampling for Gibbs Sampling
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
• Conjugate analysis of the Conway-Maxwell-Poisson distribution

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