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Microsoft
Piecewise Bounds for Estimating Bernoulli-Logistic Latent Gaussian Models
Bernoulli-logistic Latent Gaussian Models (bLGMs) subsume many popular models for binary data, such as Bayesian logistic regression, Gaussian process classification, probabilistic principal components analysis, and factor analysis. Fitting this models is difficult due to an intractable logistic-Gaussian integral in the marginal likelihood. Even ...
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