Search Results for author: Giovanni Rebaudo

Found 6 papers, 4 papers with code

Expectation propagation for the smoothing distribution in dynamic probit

1 code implementation4 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.

Efficient expectation propagation for posterior approximation in high-dimensional probit models

1 code implementation4 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.

regression

Entropy regularization in probabilistic clustering

1 code implementation19 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.

Clustering

Bayesian Inference for the Multinomial Probit Model under Gaussian Prior Distribution

no code implementations1 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.

Bayesian Inference regression

Clustering consistency with Dirichlet process mixtures

no code implementations25 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.

Clustering Density Estimation

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