Title: Bayesian inference for the Conway-Maxwell distribution
Authors: Luiza Piancastelli - University College Dublin (Ireland) [presenting]
Nial Friel - University College Dublin (Ireland)
Abstract: The Conway-Maxwell-Poisson (COM-Poisson) distribution is a two-parameter generalisation of the Poisson distribution, which accommodates under- and over-dispersion. A main difficulty with its use is that it involves an intractable normalising constant. We provide some techniques to overcome this issue and illustrate how this applies in the context of GLM regression with a COM-Poisson response. We also highlight a multivariate extension.