快速方法用于后推理两组正常-正常模型的后推理
Philip Greengard1, Jeremy Hoskins2, Charles C Margossian1
1Columbia University, New York, USA.
概括
新的算法有效地评估贝叶斯线性回归模型. 这些方法提高了层次和随机效应模型的速度,优于传统的马尔科夫链蒙特卡洛 (MCMC) 方法.
科学领域:
- 统计建模 统计建模
- 计算统计的计算统计.
背景情况:
- 贝叶斯线性回归模型被广泛使用.
- 层次和随机效应模型带来了计算挑战.
- 马尔科夫链蒙特卡洛 (MCMC) 方法很常见,但可能很慢,很难调整.
研究的目的:
- 开发新的算法来评估贝叶斯线性回归中的后置时刻.
- 为等级混合效应和随机效应模型提供高效的计算方法.
- 为了降低计算成本和改善贝叶斯模型的调整.
主要方法:
- 回归系数的分析边缘化. 回归系数的分析边缘化.
- 低维密度的数值整合.
- 自有分解作为占主导地位的计算成本.
主要成果:
- 算法适用于部分聚合的等级模型.
- 在美国民意调查和COVID-19爆发数据上表现出色.
- 与最先进的MCMC算法相比,运行时间显著减少.
结论:
- 拟议的算法为贝叶斯线性回归提供了一个计算效率高的替代方案.
- 这些方法对于复杂的层次和随机效应模型特别有益.
- 这种方法简化了模型调整,并减少了计算负担.
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