Conjugate Bayes for probit regression via unified skew-normal distributions

26 February 2018

Papers citing "Conjugate Bayes for probit regression via unified skew-normal distributions"

26 / 26 papers shown

Title
Skew-symmetric approximations of posterior distributions Francesco Pozza Daniele Durante Botond Szabó 32 2 0 21 Sep 2024
Scalable expectation propagation for generalized linear models Niccolò Anceschi A. Fasano Beatrice Franzolini Giovanni Rebaudo 22 0 0 02 Jul 2024
Conjugacy properties of multivariate unified skew-elliptical distributions M. J. Karling Daniele Durante M. Genton 39 0 0 15 Feb 2024
Spectral gap bounds for reversible hybrid Gibbs chains Qian Qin Nianqiao Ju Guanyang Wang 8 5 0 20 Dec 2023
Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities Jian Cao Matthias Katzfuss 9 1 0 15 Nov 2023
Expectation propagation for the smoothing distribution in dynamic probit Niccolò Anceschi A. Fasano Giovanni Rebaudo 15 0 0 04 Sep 2023
Efficient computation of predictive probabilities in probit models via expectation propagation A. Fasano Niccolò Anceschi Beatrice Franzolini Giovanni Rebaudo 17 1 0 04 Sep 2023
Efficient expectation propagation for posterior approximation in high-dimensional probit models A. Fasano Niccolò Anceschi Beatrice Franzolini Giovanni Rebaudo 21 4 0 04 Sep 2023
Monte Carlo inference for semiparametric Bayesian regression Daniel R. Kowal Bo-Hong Wu 12 1 0 08 Jun 2023
On the non-identifiability of unified skew-normal distributions Kesen Wang R. Arellano-Valle A. Azzalini M. Genton 8 4 0 20 Apr 2023
Skewed Bernstein-von Mises theorem and skew-modal approximations Daniele Durante Francesco Pozza Botond Szabó 26 12 0 08 Jan 2023
An extension of the Unified Skew-Normal family of distributions and application to Bayesian binary regression P. Onorati B. Liseo 22 3 0 07 Sep 2022
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results Niccolò Anceschi A. Fasano Daniele Durante Giacomo Zanella 15 14 0 16 Jun 2022
Bayesian Inference for the Multinomial Probit Model under Gaussian Prior Distribution A. Fasano Giovanni Rebaudo Niccolò Anceschi 51 1 0 01 Jun 2022
Semiparametric discrete data regression with Monte Carlo inference and prediction Daniel R. Kowal Bo-Hong Wu 10 3 0 23 Oct 2021
Variational Inference for the Smoothing Distribution in Dynamic Probit Models A. Fasano Giovanni Rebaudo 20 4 0 15 Apr 2021
A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with Skew Gaussian Processes A. Benavoli Dario Azzimonti Dario Piga 8 15 0 12 Dec 2020
Ultimate Pólya Gamma Samplers -- Efficient MCMC for possibly imbalanced binary and categorical data Gregor Zens Sylvia Fruhwirth-Schnatter Helga Wagner SyDa 6 12 0 13 Nov 2020
Some properties of the unified skew-normal distribution R. Arellano-Valle A. Azzalini 17 9 0 12 Nov 2020
Scalable computation of predictive probabilities in probit models with Gaussian process priors JIAN-PENG Cao Daniele Durante M. Genton 16 11 0 03 Sep 2020
Preferential Bayesian optimisation with Skew Gaussian Processes A. Benavoli Dario Azzimonti Dario Piga 13 20 0 15 Aug 2020
A Class of Conjugate Priors for Multinomial Probit Models which Includes the Multivariate Normal One A. Fasano Daniele Durante 14 26 0 14 Jul 2020
Skew Gaussian Processes for Classification A. Benavoli Dario Azzimonti Dario Piga GP 14 19 0 26 May 2020
Exploiting Low Rank Covariance Structures for Computing High-Dimensional Normal and Student- $t$ Probabilities JIAN-PENG Cao M. Genton David E. Keyes G. Turkiyyah 16 13 0 25 Mar 2020
Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models A. Fasano Daniele Durante Giacomo Zanella 36 30 0 15 Nov 2019
Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates A. Nishimura M. Suchard 9 9 0 06 Nov 2019