Spyropoulou, Maria-Zafeiria;
Hopker, James;
Griffin, James;
(2025)
Fast Bayesian inference in a class of sparse linear mixed effects models.
Statistics and Computing
, 35
, Article 122. 10.1007/s11222-025-10628-4.
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Abstract
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and develop a optimisation-based inference schemes that can be applied to large data sets. An EM algorithm is proposed for the model with normal errors where the posterior distribution of the variable inclusion parameters is approximated using an Occam’s window approach. Placing this approach within a variational Bayes scheme allows the algorithm to be extended to the model with skew-t errors. The performance of the algorithm is evaluated in a simulation study and applied to a longitudinal model for elite athlete performance in 100 metres track sprinting and weightlifting.
| Type: | Article |
|---|---|
| Title: | Fast Bayesian inference in a class of sparse linear mixed effects models |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/s11222-025-10628-4 |
| Publisher version: | https://doi.org/10.1007/s11222-025-10628-4 |
| Language: | English |
| Additional information: | This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/. |
| Keywords: | Variable selection, Occam’s Window, EM, Variational Bayes, Skew-t errors, Longitudinal modelling, Sport performance |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10211126 |
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