Mixing times of data-augmentation Gibbs samplers for high-dimensional probit regression

20 May 2025

Papers citing "Mixing times of data-augmentation Gibbs samplers for high-dimensional probit regression"

14 / 14 papers shown

Title
Linear-cost unbiased posterior estimates for crossed effects and matrix factorization models via couplings Paolo Maria Ceriani Giacomo Zanella 23 1 0 11 Oct 2024
Entropy contraction of the Gibbs sampler under log-concavity Filippo Ascolani Hugo Lavenant Giacomo Zanella 73 6 0 01 Oct 2024
Partially factorized variational inference for high-dimensional mixed models Max Goplerud O. Papaspiliopoulos Giacomo Zanella 26 6 0 20 Dec 2023
Faster high-accuracy log-concave sampling via algorithmic warm starts Jason M. Altschuler Sinho Chewi 73 35 0 20 Feb 2023
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: A review and new results Niccolò Anceschi A. Fasano Daniele Durante Giacomo Zanella 57 17 0 16 Jun 2022
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 81 54 0 27 Sep 2021
Ultimate Pólya Gamma Samplers -- Efficient MCMC for possibly imbalanced binary and categorical data Gregor Zens Sylvia Fruhwirth-Schnatter Helga Wagner SyDa 73 13 0 13 Nov 2020
Scalable and Accurate Variational Bayes for High-Dimensional Binary Regression Models A. Fasano Daniele Durante Giacomo Zanella 54 31 0 15 Nov 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 46 47 0 23 May 2019
Conjugate Bayes for probit regression via unified skew-normal distributions Daniele Durante 58 57 0 26 Feb 2018
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression Qian Qin J. Hobert 27 32 0 24 Dec 2017
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 46 73 0 11 Aug 2017
The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting Z. Botev 34 239 0 14 Mar 2016
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation Nicolas Chopin James Ridgway 58 76 0 29 Jun 2015