2 papers
stat.ME2026
Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
Lucas Kock, David T. Frazier, Michael Stanley Smith +1
Copula models of multivariate data are popular because they allow separate specification of marginal distributions and the copula function. These components can be treated as inter…
stat.ME2026
Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice
Weiben Zhang, Ruben Loaiza-Maya, Michael Stanley Smith +1
Heterogeneity in multinomial choice data is often accounted for using logit models with random coefficients. Such models are called "mixed", but they can be difficult to estimate f…