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

DOI10.1093/BIOMET/ASAC026OpenAlexW4285270431WikidataQ115582772 ScholiaQ115582772MaRDI QIDQ5872840FDOQ5872840

Authors: Augusto Fasano, Daniele Durante, 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

Bayesian computationdata augmentationvariational Bayestruncated normal distributionunified skew-normal distributionhigh-dimensional probit regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (10)

• Fast Bayesian variable screenings for binary response regressions with small sample size
• Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
• Conjugacy properties of multivariate unified skew-elliptical distributions
• Expectation propagation for the smoothing distribution in dynamic probit
• On the approximation accuracy of Gaussian variational inference
• Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models
• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
• Title not available (Why is that?)
• Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
• Stochastic variational inference for large-scale discrete choice models using adaptive batch sizes

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