Streamlined variational inference with higher level random effects

MaRDI QIDQ5148940zbMATH OpenFDO

Authors Tui H. Nolan, Marianne Menictas, M. P. Wand

Publication date 5 February 2021

Full work available at URL https://arxiv.org/abs/1903.06616, https://jmlr.csail.mit.edu/papers/v21/19-222.html

zbMATH Keywords

mixed modelsmultilevel modelslongitudinal data analysisvariational message passingfactor graph fragment

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 5281111 (Why is no real title available?)
• A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
• Explaining variational approximations
• Gaussian Markov Random Fields
• Longitudinal Data Analysis
• Matrix Algebra
• Mixed-Effects Models in S and S-PLUS
• Pattern recognition and machine learning.
• Penalized wavelets: embedding wavelets into semiparametric regression
• (SOFTWARE) RcppDist
• Simple marginally noninformative prior distributions for covariance matrices
• Small area estimation
• Streamlined mean field variational Bayes for longitudinal and multilevel data analysis
• Streamlined solutions to multilevel sparse matrix problems
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author

Cited in

(5)

• Fast and accurate variational inference for models with many latent variables
• Streamlined variational inference for higher level group-specific curve models
• Sparse linear mixed model selection via streamlined variational Bayes
• The Inverse G‐Wishart distribution and variational message passing
• Fast and universal estimation of latent variable models using extended variational approximations

Describes a project that uses

Uses Software

• RcppDist
• RStan
• RcppArmadillo
• Rcpp
• R

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