Objective Bayesian Inference in Probit Models with Intrinsic Priors Using Variational Approximations

Objective Bayesian Inference in Probit Models with Intrinsic Priors Using Variational Approximations

There is not much literature on objective Bayesian analysis for binary classification problems, especially for intrinsic prior related methods. On the other hand, variational inference methods have been employed to solve classification problems using probit regression and logistic regression with no...

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Bibliographic Details
Main Authors: Ang Li, Luis Pericchi, Kun Wang
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Entropy
Subjects:
objective Bayesian inference
intrinsic prior
variational inference
binary probit regression
mean-field approximation
Online Access:https://www.mdpi.com/1099-4300/22/5/513

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https://www.mdpi.com/1099-4300/22/5/513

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