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Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Gaussian process multiclass classification multinomial probit approximate inference expectation propagation
2012/9/19
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior...
Sequential Monte Carlo EM for multivariate probit models
Maximum likelihood Multivariate probit Monte Carlo EM adaptive sequential Monte Carlo
2011/7/19
A Monte Carlo EM algorithm is considered for the maximum likelihood estimation of multivariate probit models.