Partially factorized variational inference for high-dimensional mixed models

2 code implementations • 20 Dec 2023 • Max Goplerud, Omiros Papaspiliopoulos, Giacomo Zanella

We also provide generic results, which are of independent interest, relating the accuracy of variational inference to the convergence rate of the corresponding coordinate ascent variational inference (CAVI) algorithm for Gaussian targets.

Uncertainty Quantification Variational Inference

Generalized Kernel Regularized Least Squares

1 code implementation • 28 Sep 2022 • Qing Chang, Max Goplerud

We note that KRLS can be re-formulated as a hierarchical model thereby allowing easy inference and modular model construction where KRLS can be used alongside random effects, splines, and unregularized fixed effects.

Modelling Heterogeneity Using Bayesian Structured Sparsity

no code implementations • 29 Mar 2021 • Max Goplerud

How to estimate heterogeneity, e. g. the effect of some variable differing across observations, is a key question in political science.