Scalable and accurate variational Bayes for high-dimensional binary regression models

DOI10.1093/biomet/asac026OpenAlexW4285270431WikidataQ115582772 ScholiaQ115582772MaRDI QIDQ5872840

Daniele Durante, Augusto Fasano, Giacomo Zanella

Publication date: 4 January 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.06743

zbMATH Keywords

data augmentationBayesian computationvariational Bayestruncated normal distributionunified skew-normal distributionhigh-dimensional probit regression

Mathematics Subject Classification ID

Statistics (62-XX)

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