Sparse Estimation in a Correlated Probit Model.
Stephan MandtFlorian WenzelShinichi NakajimaJohn P. CunninghamChristoph LippertMarius KloftPublished in: CoRR (2015)
Keyphrases
- computational model
- probabilistic model
- parameter estimation
- statistical model
- theoretical analysis
- mathematical model
- similarity measure
- formal model
- kalman filter
- high order
- experimental data
- probability distribution
- theoretical framework
- objective function
- neural network model
- high level
- monte carlo simulation
- jointly estimate