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

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  • Ma, Xuan
  • Brynjarsdóttir, Jenný
  • LaFramboise, Thomas

Abstract

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.

Suggested Citation

  • Ma, Xuan & Brynjarsdóttir, Jenný & LaFramboise, Thomas, 2024. "A double Pólya-Gamma data augmentation scheme for a hierarchical Negative Binomial - Binomial data model," Computational Statistics & Data Analysis, Elsevier, vol. 199(C).
    • Handle: RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000938
    DOI: 10.1016/j.csda.2024.108009
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