Theory of Gaussian variational approximation for a Poisson mixed model

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dc.contributor.author Hall, P
dc.contributor.author Ormerod, JT
dc.contributor.author Wand, M
dc.date.accessioned 2012-10-12T03:32:48Z
dc.date.issued 2011-01
dc.identifier.citation Statistica Sinica, 2011, 21 (1, Special Issue), pp. 369 - 389
dc.identifier.issn 1017-0405
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/17940
dc.description.abstract 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.
dc.publisher Academia Sinica
dc.title Theory of Gaussian variational approximation for a Poisson mixed model
dc.type Journal Article
dc.parent Statistica Sinica
dc.journal.volume 1, Special Issue
dc.journal.volume 21
dc.journal.number 1, Special Issue en_US
dc.publocation Taiwan en_US
dc.identifier.startpage 369 en_US
dc.identifier.endpage 389 en_US
dc.cauo.name SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 0101 Pure Mathematics
dc.personcode 110509
dc.percentage 100 en_US
dc.classification.name Pure Mathematics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Asymptotic theory
dc.description.keywords generalized linear mixed models
dc.description.keywords Kullback-Liebler divergence
dc.description.keywords longitudinal data analysis
dc.description.keywords maximum likelihood estimation
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
utslib.copyright.status Open Access
utslib.copyright.date 2015-04-15 12:23:47.074767+10
pubs.consider-herdc false
utslib.collection.history General (ID: 2)
utslib.collection.history School of Mathematical Sciences (ID: 340)


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