A Class of Conjugate Priors for Multinomial Probit Models which Includes the Multivariate Normal One

Augusto Fasano*, Daniele Durante

*Corresponding author

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)1-26
Number of pages26
JournalJournal of Machine Learning Research
Volume23
Publication statusPublished - 2022

Keywords

  • Bayesian inference
  • categorical data
  • classification
  • multinomial probit model
  • unified skew-normal distribution
  • variational Bayes

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