Search Results for author: Jesse Windle

Found 2 papers, 2 papers with code

Sampling Polya-Gamma random variates: alternate and approximate techniques

2 code implementations2 May 2014 Jesse Windle, Nicholas G. Polson, James G. Scott

Efficiently sampling from the P\'olya-Gamma distribution, ${PG}(b, z)$, is an essential element of P\'olya-Gamma data augmentation.

Computation

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