An implementation of Bayesian Multinomial Logit Regression following the work of Holmes and Held (2006). This is a work in progress :) You can expect more updates and descriptions in the near future.
Check out their paper here:
Leonhard Held. Chris C. Holmes. "Bayesian auxiliary variable models for binary and multinomial regression." Bayesian Anal. 1 (1) 145 - 168, March 2006. https://doi.org/10.1214/06-BA105
NOTE: The pseudocode in their paper contains a slight error. This is currently being rectified in our MNL regression class.