A Note on the Cowles-EM Algorithm for Bayesian Ordinal Probit Models
We describe a novel procedure for Bayesian cutpoint simulation in ordered probit models. Our approach capitalizes upon a series of auxiliary binary probit models implied by the ordinal probit to craft tailored proposal distributions for Metropolis-Hastings (M-H) sampling. Our scheme for posterior si...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis
2024-12-01
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| Series: | Research in Statistics |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/27684520.2025.2476409 |
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