Binomial

A Hybrid NUTS-Gibbs Sampler with State Space Marginalization for Estimation of Dynamic Structural Equation Models with Binomial Outcomes

Øystein Sørensen, Ethan M. McCormick

This paper presents a hybrid NUTS-Gibbs sampler for dynamic structural equation models with binomial outcomes. The Gibbs step handles Pólya-Gamma latent variables from a logit link, while the NUTS step uses a Kalman filter to marginalize over latent states. arXiv preprint.

• DSEM
• intensive longitudinal data
• NUTS
• Gibbs sampler
• Pólya-Gamma
• binomial
• Kalman filter