Leonhard Held

Overview

Leonhard Held is a biostatistician at the Ludwig-Maximilians-University Munich (LMU). His research covers Bayesian computation, spatial statistics, and epidemiology, including the Rao-Blackwellised marginal posterior density estimation that motivates part of Holmes-Held (2006).

Key Contributions

• Holmes-Held (2006): Co-developed exact KS-scale-mixture logistic regression sampler, joint probit update, and polychotomous extension; Rao-Blackwellization via Gaussian mixture for marginal posterior estimation (building on Held 2004, simultaneous credible regions from MCMC output).

Related

• Bayesian Logistic Regression
• Data Augmentation
• Holmes-Held (2006)
• Chris C. Holmes