Polson, Nicholas G.; Scott, James G.; Windle, Jesse - In: Journal of the American Statistical Association 108 (2013) 504, pp. 1339-1349
We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Pólya--Gamma distributions, which are constructed in detail. A variety of examples are presented to show the versatility of the method, including...