Benjamin Letham, Wei Sun, and Anshul Sheopuri (2014) Latent variable copula inference for bundle pricing from retail transaction data. In: Proceedings of the 31st International Conference on Machine Learning, ICML '14. (pdf)


Errata: There was a typo in the expression for the Gaussian copula in the original version of the paper, and missing subscript "i" in the uniform distribution formula in 2.7. These have been corrected in the version available here. The typos had no impact on the rest of the paper.