Bayesian Statistics

A Primer on Pólya-gamma Random Variables - Part III: Local Variational Methods featured image
Pólya-Gamma

A Primer on Pólya-gamma Random Variables - Part III: Local Variational Methods

We swap Gibbs sampling for mean-field variational inference in the Pólya-Gamma augmented model and watch the classical Jaakkola-Jordan bound on the logistic sigmoid fall out, EM …

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Louis Tiao
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A Primer on Pólya-gamma Random Variables - Part II: Bayesian Logistic Regression featured image
Pólya-Gamma

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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A Primer on Pólya-gamma Random Variables - Part I: Basic Relationships featured image
Pólya-Gamma

A Primer on Pólya-gamma Random Variables - Part I: Basic Relationships

We collect the identities that make the Pólya-Gamma augmentation tick: the logistic sigmoid in terms of the hyperbolic cosine, the hyperbolic cosine as a Pólya-Gamma Laplace …

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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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