Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors

DOI10.1162/NECO.2006.18.8.1790MaRDI QIDQ5423493zbMATH OpenOpenAlexFDO

Authors Simon Rogers, M. Girolami

Publication date 23 October 2007

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco.2006.18.8.1790

Mathematics Subject Classification ID

Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear inference, regression (62J99) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• 10.1162/15324430152748236
• An introduction to variational methods for graphical models
• Bayesian Analysis of Binary and Polychotomous Response Data
• Sparse on-line Gaussian processes

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• Fast Variational Bayes Methods for Multinomial Probit Models
• Multi-class inference with Gaussian processes
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• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors
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• Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
• Continued fraction enhancement of Bayesian computing

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