2 papers
stat.ME2025
Scalable Variational Inference for Multinomial Probit Models under Large Choice Sets and Sample Sizes
Gyeongjun Kim, Yeseul Kang, Lucas Kock +2
The multinomial probit (MNP) model is widely used to analyze categorical outcomes due to its ability to capture flexible substitution patterns among alternatives. Conventional like…
stat.ME2025
Variational inference for hierarchical models with conditional scale and skewness corrections
Lucas Kock, Linda S. L. Tan, Prateek Bansal +1
Gaussian variational approximations are widely used for summarizing posterior distributions in Bayesian models, especially in high-dimensional settings. However, a drawback of such…