Multivariate binary data arise in a variety of settings. In this article we propose a practical and efficient computational framework for maximum likelihood estimation of multivariate probit ...

Probit ("probability unit") regression is a classical machine learning technique that can be used for binary classification -- predicting an outcome that can only be one of two discrete values. For ...

In this paper, I introduce changepoint models for binary and ordered time series data based on Chib's hidden Markov model. The extension of the changepoint model to a binary probit model is ...