Streamlined variational inference with higher level random effects
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Publication:5148940
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
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mixed modelsmultilevel modelslongitudinal data analysisvariational message passingfactor graph fragment
Cites Work
- Gaussian Markov Random Fields
- Mixed-Effects Models in S and S-PLUS
- (SOFTWARE) RcppDist
- That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
- Pattern recognition and machine learning.
- Explaining variational approximations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Small area estimation
- Simple marginally noninformative prior distributions for covariance matrices
- A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models
- Matrix Algebra
- Penalized wavelets: embedding wavelets into semiparametric regression
- Longitudinal Data Analysis
- Streamlined solutions to multilevel sparse matrix problems
- Streamlined mean field variational Bayes for longitudinal and multilevel data analysis
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
Uses Software
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