Binary and multinomial probit regression using I-priors in `R`.

In a regression setting, we define an I-prior as a Gaussian process prior on the regression function with covariance kernel equal to its Fisher information. We present some methodology and computational work on estimating regression functions by …

An extension of the I-prior methodology to binary response data is explored. Starting from a latent variable approach, it is assumed that there exists continuous, auxiliary random variables which decide the outcome of the binary responses. Fitting a …

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