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  1. Probit-PFMVB Probit-PFMVB Public

    Partially factorized mean-field variational Bayes for high-dimensional probit models

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  2. Dynamic-Probit-PFMVB Dynamic-Probit-PFMVB Public

    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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  3. EPprobit-SN EPprobit-SN Public

    Efficient expectation propagation for Bayesian probit models

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  4. Dynamic-Probit-EP Dynamic-Probit-EP Public

    Expectation approximation for the smoothing distribution in dynamic probit models

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  5. DualProbitCDF DualProbitCDF Public

    Forked from Fradenti/DualProbitCDF

    Fork of DualProbitCDF for computation of Gaussian cdfs via EP

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  6. MFVB_Probit_Variable_Selection MFVB_Probit_Variable_Selection Public

    Mean field variational Bayes for variable selection in probit models

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