Skewness and Fat Tails in Discrete Choice Models

Capobianco, Rosa

doi:10.1007/978-3-642-57489-4_82

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2007

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“…The parameter δ determines the amount of mass at each side of the mode, and hence the skewness of the densities. Capobianco [3]) considers the Student-t pdf as the univariate f (.) density in equation (1).…”

Section: Introductionmentioning

confidence: 99%

A flexible Bayesian generalized linear model for dichotomous response data with an application to text categorization

Eyheramendy¹,

Madigan²

2007

Complex Datasets and Inverse Problems

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We present a class of sparse generalized linear models that include probit and logistic regression as special cases and offer some extra flexibility. We provide an EM algorithm for learning the parameters of these models from data. We apply our method in text classification and in simulated data and show that our method outperforms the logistic and probit models and also the elastic net, in general by a substantial margin.

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Section: Introductionmentioning

confidence: 99%