Distributed Bayesian Inference in Linear Mixed-Effects Models
نویسندگان
چکیده
Linear mixed-effects models play a fundamental role in statistical methodology. A variety of Markov chain Monte Carlo (MCMC) algorithms exist for fitting these models, but they are inefficient massive data settings because every iteration any such MCMC algorithm passes through the full data. Many divide-and-conquer methods have been proposed to solve this problem, lack theoretical guarantees, impose restrictive assumptions, or complex computational algorithms. Our focus is one method called Wasserstein Posterior (WASP), which has become popular due its optimal properties under general assumptions. Unfortunately, practical implementation WASP either requires solving linear program limited one-dimensional parameters. The former and latter fails capture joint posterior dependence structure multivariate We develop new computing parameters that easy implement useful model where distribution parameter belongs location-scatter family probability measures. introduced with both details properties. outperforms current state-of-the-art inference on functions covariance matrix random effects across diverse numerical comparisons. Supplemental materials article available online.
منابع مشابه
Bayesian Inference for Spatial Beta Generalized Linear Mixed Models
In some applications, the response variable assumes values in the unit interval. The standard linear regression model is not appropriate for modelling this type of data because the normality assumption is not met. Alternatively, the beta regression model has been introduced to analyze such observations. A beta distribution represents a flexible density family on (0, 1) interval that covers symm...
متن کاملBayesian inference for generalized linear mixed models.
Generalized linear mixed models (GLMMs) continue to grow in popularity due to their ability to directly acknowledge multiple levels of dependency and model different data types. For small sample sizes especially, likelihood-based inference can be unreliable with variance components being particularly difficult to estimate. A Bayesian approach is appealing but has been hampered by the lack of a ...
متن کاملApproximate Bayesian Inference in Spatial Generalized Linear Mixed Models
In this paper we propose fast approximate methods for computing posterior marginals in spatial generalized linear mixed models. We consider the common geostatistical special case with a high dimensional latent spatial variable and observations at only a few known registration sites. Our methods of inference are deterministic, using no random sampling. We present two methods of approximate infer...
متن کاملBayesian inference for mixed effects models with heterogeneity
We are interested in Bayesian modelling of panel data using a mixed e ects model with heterogeneity in the individual random e ects. We compare two di erent approaches for modelling the heterogeneity using a mixture of Gaussians. In the rst model, we assume an in nite mixture model with a Dirichlet process prior, which is a non-parametric Bayesian model. In the second model, we assume an over-p...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2021
ISSN: ['1061-8600', '1537-2715']
DOI: https://doi.org/10.1080/10618600.2020.1869025