I am an Assistant Professor (RtdA) of Statistical Science at the Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) of the University of Turin.
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Report abuseI am an Assistant Professor (RtdA) of Statistical Science at the Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) of the University of Turin.
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Efficient expectation propagation for Bayesian probit models
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This repository contains the code and additional outputs for the paper "Variational inference for the smoothing distribution in dynamic probit models" by Fasano, A. and Rebaudo, G.
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Expectation approximation for the smoothing distribution in dynamic probit models
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