Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
نویسندگان
چکیده
منابع مشابه
Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
It is well known in the statistics literature that augmenting binary and polychotomous response models with gaussian latent variables enables exact Bayesian analysis viaGibbs sampling from the parameter posterior. By adopting such a data augmentation strategy, dispensing with priors over regression coefficients in favor of gaussian process (GP) priors over functions, and employing variational a...
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ژورنال
عنوان ژورنال: Neural Computation
سال: 2006
ISSN: 0899-7667,1530-888X
DOI: 10.1162/neco.2006.18.8.1790