Backfitting for large scale crossed random effects regressions

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Backfitting for large scale crossed random effects regressions

21 July 2020

Swarnadip Ghosh

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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 31 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 54 4 0 07 Sep 2021
Scalable logistic regression with crossed random effects Swarnadip Ghosh Trevor Hastie Art B. Owen 50 10 0 28 May 2021
Quasi-Newton Quasi-Monte Carlo for variational Bayes Sifan Liu Art B. Owen BDL 30 4 0 07 Apr 2021
Scalable Bayesian computation for crossed and nested hierarchical models O. Papaspiliopoulos Timothée Stumpf-Fétizon Giacomo Zanella 110 10 0 19 Mar 2021