Expectation propagation for the smoothing distribution in dynamic probit

DOI10.1007/978-3-031-42413-7_10MaRDI QIDQ6616218

Niccolo Anceschi, Giovanni Rebaudo, Augusto Fasano

Publication date: 8 October 2024

zbMATH Keywords

smoothingstate-space modelexpectation propagationunified skew-normal distributiondynamic probit model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

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