Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
From MaRDI portal
Publication:5057082
DOI10.1080/10618600.2022.2036614OpenAlexW3084427384MaRDI QIDQ5057082
Jian Cao, Daniele Durante, Marc G. Genton
Publication date: 15 December 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.01471
Gaussian processprobit modelbinary datavariational Bayesmultivariate truncated normalunified skew-normal
Related Items
Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results, Unnamed Item
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- BART: Bayesian additive regression trees
- The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
- Some results on the multivariate truncated normal distribution
- Bivariate conditioning approximations for multivariate normal probabilities
- Fast simulation of truncated Gaussian distributions
- Nonparametric binary regression using a Gaussian process prior
- A weakly informative default prior distribution for logistic and other regression models
- Mean-field variational approximate Bayesian inference for latent variable models
- Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
- Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
- A closed-form filter for binary time series
- Skew Gaussian processes for classification
- Generalized structured additive regression based on Bayesian P-splines
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
- On the Unification of Families of Skew-normal Distributions
- Analysis of multivariate probit models
- Statistical Applications of the Multivariate Skew Normal Distribution
- Conjugate Bayes for probit regression via unified skew-normal distributions
- MCMC for Imbalanced Categorical Data
- Bayesian Analysis of Binary and Polychotomous Response Data
- The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
- Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
- On Information and Sufficiency
- Scalable and accurate variational Bayes for high-dimensional binary regression models
- Bayesian auxiliary variable models for binary and multinomial regression
