Theory of Gaussian variational approximation for a Poisson mixed model

Academia Sinica
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Journal Article
Statistica Sinica, 2011, 21 (1, Special Issue), pp. 369 - 389
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Likelihood-based inference for the parameters of generalized linear mixed models is hindered by the presence of intractable integrals. Gaussian variational approximation provides a fast and effective means of approximate inference. We provide some theory for this type of approximation for a simple Poisson mixed model. In particular, we establish consistency at rate m(-1/2) + n(-1), where in is the number of groups and n is the number of repeated measurements.
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