Backfitting for large scale crossed random effects regressions

v1v2v3 (latest)

Backfitting for large scale crossed random effects regressions

21 July 2020

Swarnadip Ghosh

ArXiv (abs)PDF HTML

Papers citing "Backfitting for large scale crossed random effects regressions"

9 / 9 papers shown

Title
Scalable Computations for Generalized Mixed Effects Models with Crossed Random Effects Using Krylov Subspace Methods Pascal Kündig Fabio Sigrist 86 0 0 14 May 2025
Linear-cost unbiased posterior estimates for crossed effects and matrix factorization models via couplings Paolo Maria Ceriani Giacomo Zanella 36 1 0 11 Oct 2024
Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regression Lu Zou Liang Ding 91 0 0 20 Mar 2024
Increasing dimension asymptotics for two-way crossed mixed effect models Ziyang Lyu S. A. Sisson A. H. Welsh 27 2 0 12 Jan 2024
Pigeonhole Stochastic Gradient Langevin Dynamics for Large Crossed Mixed Effects Models Xinyu Zhang Cheng Li 69 0 0 18 Dec 2022
Convergence rate of a collapsed Gibbs sampler for crossed random effects models Swarnadip Ghosh Chenyang Zhong 52 4 0 07 Sep 2021
Scalable logistic regression with crossed random effects Swarnadip Ghosh Trevor Hastie Art B. Owen 48 10 0 28 May 2021
Quasi-Newton Quasi-Monte Carlo for variational Bayes Sifan Liu Art B. Owen BDL 28 4 0 07 Apr 2021
Scalable Bayesian computation for crossed and nested hierarchical models O. Papaspiliopoulos Timothée Stumpf-Fétizon Giacomo Zanella 106 10 0 19 Mar 2021