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09/04/2023
Expectation propagation for the smoothing distribution in dynamic probit
The smoothing distribution of dynamic probit models with Gaussian state ...
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09/04/2023
Efficient computation of predictive probabilities in probit models via expectation propagation
Binary regression models represent a popular model-based approach for bi...
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09/04/2023
Efficient expectation propagation for posterior approximation in high-dimensional probit models
Bayesian binary regression is a prosperous area of research due to the c...
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06/16/2022
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results
A broad class of models that routinely appear in several fields can be e...
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06/01/2022
Bayesian Inference for the Multinomial Probit Model under Gaussian Prior Distribution
Multinomial probit (mnp) models are fundamental and widely-applied regre...
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04/15/2021
Variational Inference for the Smoothing Distribution in Dynamic Probit Models
Recently, Fasano, Rebaudo, Durante and Petrone (2019) provided closed-fo...
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07/14/2020
A Class of Conjugate Priors for Multinomial Probit Models which Includes the Multivariate Normal One
Multinomial probit models are widely-implemented representations which a...
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11/15/2019
Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models
State-of-the-art methods for Bayesian inference on regression models wit...
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11/15/2019
Asymptotically Exact Variational Bayes for High-Dimensional Binary Regression Models
State-of-the-art methods for Bayesian inference on regression models wit...
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02/19/2019
