R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models

DOI10.1007/S11222-024-10422-8MaRDI QIDQ6570335zbMATH OpenFDO

Authors Bao Anh Vu, David Gunawan, Andrew Zammit-Mangion

Publication date 10 July 2024

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-024-10422-8

zbMATH Keywords

damped Newton's methodFisher's identityintractable gradientlatent variable modelLouis' identity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Stochastic approximation (62L20)

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Cited in

(1)

• Recursive variational Gaussian approximation with the Whittle likelihood for linear non-Gaussian state space models

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