1 code implementation • 4 Sep 2023 • Niccolò Anceschi, Augusto Fasano, Giovanni Rebaudo
The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family.
1 code implementation • 4 Sep 2023 • Augusto Fasano, Niccolò Anceschi, Beatrice Franzolini, Giovanni Rebaudo
Binary regression models represent a popular model-based approach for binary classification.
1 code implementation • 4 Sep 2023 • Augusto Fasano, Niccolò Anceschi, Beatrice Franzolini, Giovanni Rebaudo
Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, or both.
1 code implementation • 19 Jul 2023 • Beatrice Franzolini, Giovanni Rebaudo
The proposed estimator is equivalent to a post-processing procedure that reduces the number of sparsely-populated clusters and enhances interpretability.
no code implementations • 1 Jun 2022 • Augusto Fasano, Giovanni Rebaudo, Niccolò Anceschi
This allows to obtain simplified expressions for the parameters of the posterior distribution and an alternative derivation for the variational algorithm that gives a novel understanding of the fundamental results in Fasano and Durante (2022) as well as computational advantages in our special settings.
no code implementations • 25 May 2022 • Filippo Ascolani, Antonio Lijoi, Giovanni Rebaudo, Giacomo Zanella
Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering.