2 papers
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…
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…