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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