Streamlined mean field variational Bayes for longitudinal and multilevel data analysis

DOI10.1002/BIMJ.201500007MaRDI QIDQ3188702zbMATH OpenOpenAlexWikidataFDO

Authors Cathy Yuen Yi Lee, M. P. Wand

Publication date 12 August 2016

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201500007

zbMATH Keywords

Bayesian computinglongitudinal datamatrix decompositionmultilevel modelvariational approximations

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cites work

• Bayesian methods for neural networks and related models
• Computing Gaussian Likelihoods and Their Derivatives for General Linear Mixed Models
• Estimation of Variance and Covariance Components in Linear Models
• Explaining variational approximations
• General design Bayesian generalized linear mixed models
• Graphical models, exponential families, and variational inference
• scientific article; zbMATH DE number 5281111 (Why is no real title available?)
• scientific article; zbMATH DE number 1865518 (Why is no real title available?)
• Mean field variational Bayes for elaborate distributions
• Multilevel mixed linear model analysis using iterative generalized least squares
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Penalized wavelets: embedding wavelets into semiparametric regression
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Semiparametric Regression
• Simple marginally noninformative prior distributions for covariance matrices
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Variational Bayesian Inference for Parametric and Nonparametric Regression With Missing Data
• Variational inference for generalized linear mixed models using partially noncentered parametrizations

Cited in

(16)

• Estimating random-intercept models on data streams
• Gaussian variational approximation with sparse precision matrices
• Sparse linear mixed model selection via streamlined variational Bayes
• Estimating multilevel models on data streams
• Online estimation of individual-level effects using streaming shrinkage factors
• Fast and universal estimation of latent variable models using extended variational approximations
• Scalable Bayes via barycenter in Wasserstein space
• Streamlined solutions to multilevel sparse matrix problems
• Distributed Bayesian Inference in Linear Mixed-Effects Models
• Streamlined variational inference with higher level random effects
• An algorithm for distributed Bayesian inference
• Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation
• Fast variational Bayesian inference for correlated survival data: an application to invasive mechanical ventilation duration analysis
• Variational methods for fitting complex Bayesian mixed effects models to health data
• Bayesian functional principal components analysis via variational message passing with multilevel extensions
• Optimizing large-scale educational assessment with a ``divide-and-conquer strategy: fast and efficient distributed Bayesian inference in IRT models

Describes a project that uses

Uses Software

• R
• PRMLT
• nlme
• SAS
• SemiPar
• mgcv
• Infer.NET
• Stan

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