Bayesian Statistics

A Primer on Pólya-gamma Random Variables - Part II: Bayesian Logistic Regression featured image
Machine Learning

A Primer on Pólya-gamma Random Variables - Part II: Bayesian Logistic Regression

We use one weird trick — Pólya-Gamma augmentation — to make exact inference in Bayesian logistic regression tractable.

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Louis Tiao
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Bayesian Statistics

revrand

A Python library for scalable Bayesian generalized linear models

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