End-to-End Learning for the Deep Multivariate Probit Model

ICML 2018 Di ChenYexiang XueCarla P. Gomes

The multivariate probit model (MVP) is a popular classic model for studying binary responses of multiple entities. Nevertheless, the computational challenge of learning the MVP model, given that its likelihood involves integrating over a multidimensional constrained space of latent variables, significantly limits its application in practice... (read more)

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