Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
Probit、Tobit、多项 Probit 及扩展模型的贝叶斯共轭性：综述与新结果
A broad class of models that routinely appear in several fields can be expressed as partially or fully discretized Gaussian linear regressions. Besides including classical Gaussian response settings, this class also encompasses probit, multinomial probit and tobit regression, among others, thereby yielding one of the most widely-implemented families of models in routine applications. The relevance of such representations has stimulated decades of research in the Bayesian…