RIS ID
34913
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 m is the number of groups and n is the number of repeated measurements.
Grant Number
ARC/DP0877055
Publication Details
Hall, P., Ormerod, J. T. & Wand, M. P. (2011). Theory of Gaussian variational approximation for a Poisson mixed model. Statistica Sinica, 21 (1), 369-389.