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

  • Augusto Fasano*
  • , Daniele Durante
  • *Corresponding author
  • Bocconi University

Research output: Contribution to journal › Article

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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