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

DOI10.1007/s11222-024-10422-8zbMATH Open1541.62023MaRDI QIDQ6570335

Andrew Zammit-Mangion, Bao Anh Vu, David Gunawan

Publication date: 10 July 2024

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

zbMATH Keywords

latent variable modeldamped Newton's methodLouis' identityFisher's identityintractable gradient

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)

Cites Work

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