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Variational inference for marginal longitudinal semiparametric regression
Author(s) -
Menictas Marianne,
Wand Matt P.
Publication year - 2013
Publication title -
stat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.61
H-Index - 18
ISSN - 2049-1573
DOI - 10.1002/sta4.18
Subject(s) - inference , markov chain monte carlo , marginal model , bayesian inference , semiparametric regression , bayesian probability , computer science , econometrics , mathematics , regression , regression analysis , statistics , artificial intelligence
We derive a variational inference procedure for approximate Bayesian inference in marginal longitudinal semiparametric regression. Fitting and inference is much faster than existing Markov chain Monte Carlo approaches. Numerical studies indicate that the new methodology is very accurate for the class of models under consideration. Copyright © 2013 John Wiley & Sons Ltd