"R-VGAL: a sequential variational Bayes algorithm for generalised linea" by Bao Anh Vu, David Gunawan et al.
Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because of the presence of cluster-specific random effects, which must be integrated out when evaluating the likelihood function. Here, we propose a sequential variational Bayes algorithm, called Recursive Variational Gaussian Approximation for Latent variable models (R-VGAL), for estimating parameters in GLMMs. The R-VGAL al...
Recursive Variational Gaussian Approximation Damped Newtons Method Ishers Identity Ntractable Gradient Latent Variable Model Ouis Identity
Source: uow.edu.au