Mean-field variational Bayes for sparse probit regression

DOI10.1016/J.CSDA.2026.108415MaRDI QIDQ7355566zbMATH OpenFDO

Authors Augusto Fasano, Giovanni Rebaudo

Publication date 22 September 2026

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2026.108415

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

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• Conjugate Bayes for probit regression via unified skew-normal distributions
• Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
• Mean-field variational approximate Bayesian inference for latent variable models
• Scalable and accurate variational Bayes for high-dimensional binary regression models
• Ultimate Pólya Gamma Samplers–Efficient MCMC for Possibly Imbalanced Binary and Categorical Data

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