Efficient Bayesian Inference for Multivariate Probit Models With Sparse Inverse Correlation Matrices
We propose a Bayesian approach for inference in the multivariate probit model, taking into account the association structure between binary observations. We model the association through the correlation matrix of the latent Gaussian variables. Conditional independence is imposed by setting some off-...
| Main Authors: | , , |
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| Format: | Journal article |
| Jezik: | English |
| Izdano: |
2012
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