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Univesity of Turin
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Probit-PFMVB
Probit-PFMVB PublicPartially factorized mean-field variational Bayes for high-dimensional probit models
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Dynamic-Probit-PFMVB
Dynamic-Probit-PFMVB PublicThis 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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Dynamic-Probit-EP
Dynamic-Probit-EP PublicExpectation approximation for the smoothing distribution in dynamic probit models
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