2017
DOI: 10.1007/s11222-017-9750-x
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Efficient Bayesian inference for COM-Poisson regression models

Abstract: COM-Poisson regression is an increasingly popular model for count data. Its main advantage is that it permits to model separately the mean and the variance of the counts, thus allowing the same covariate to affect in different ways the average level and the variability of the response variable. A key limiting factor to the use of the COM-Poisson distribution is the calculation of the normalisation constant: its accurate evaluation can be time-consuming and is not always feasible. We circumvent this problem, in… Show more

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Cited by 35 publications
(55 citation statements)
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“…Notably, much work has been done on fitting data with the COM-Poisson distribution using likelihood, Bayesian, and other techniques [22,25]. While the COM-Poisson distribution has many appealing properties, one problem with it for the application of modeling ionization statistics is that the distribution parameters λ and ν do not correspond to the mean, variance, or Fano factor, or indeed to anything with physical meaning.…”
Section: The Com-poisson Distributionmentioning
confidence: 99%
“…Notably, much work has been done on fitting data with the COM-Poisson distribution using likelihood, Bayesian, and other techniques [22,25]. While the COM-Poisson distribution has many appealing properties, one problem with it for the application of modeling ionization statistics is that the distribution parameters λ and ν do not correspond to the mean, variance, or Fano factor, or indeed to anything with physical meaning.…”
Section: The Com-poisson Distributionmentioning
confidence: 99%
“…We base our models on Poisson distributions, as they are widely-applied to modelling the trial-to-trial distribution of the number of spikes generated by a neuron ( Dayan and Abbott, 2005 ; Macke et al, 2011a ). We will also generalize our Poisson models with Conway-Maxwell (CoM) Poisson distributions, because they can capture the broad range of Fano factors (FF; the variance divided by the mean) observed in cortex, in contrast with Poisson distributions for which the FF is always 1 ( Sur et al, 2015 ; Stevenson, 2016 ; Chanialidis et al, 2018 ).…”
Section: Resultsmentioning
confidence: 99%
“…However, such extensions of the RPCM can already be estimated (e.g., Muth en, Muth en, & Asparouhov, 2017;Wedel, B€ ockenholt, & Kamakura, 2003). Finally, Bayesian estimation for a mode reparametrization of the CMP distribution is available (Chanialidis, Evers, Neocleous, & Nobile, 2018;Guikema & Goffelt, 2008). Under certain conditions the mode in this regression model is pretty close to the mean of the distribution, and approximate formulas to calculate the mean from estimated model parameters exist, but the direct interpretation of the estimated parameters is clearly less straightforward as compared to the mean parametrization (Huang, 2017).…”
Section: Discussionmentioning
confidence: 99%