Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
From MaRDI portal
Publication:6110033
DOI10.1080/01621459.2023.2169150arXiv2206.08118MaRDI QIDQ6110033
Daniele Durante, Augusto Fasano, Giacomo Zanella, Niccolo Anceschi
Publication date: 4 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.08118
data augmentationBayesian computationvariational Bayestruncated normal distributionunified skew-normal distributionexpectation-propagation
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