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

DOI10.1093/BIOMET/ASAC026MaRDI QIDQ5872840zbMATH OpenOpenAlexWikidataFDO

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)

• On the approximation accuracy of Gaussian variational inference
• Fast Bayesian variable screenings for binary response regressions with small sample size
• Conjugacy properties of multivariate unified skew-elliptical distributions
• Expectation propagation for the smoothing distribution in dynamic probit
• Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
• scientific article; zbMATH DE number 7625183 (Why is no real title available?)
• 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
• Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models
• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors

This page was built for publication: Scalable and accurate variational Bayes for high-dimensional binary regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5872840)