Browsing 01 Mathematical Sciences by Author "Hall Peter"

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Browsing 01 Mathematical Sciences by Author "Hall Peter"

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  • Asymptotic normality and valid inference for Gaussian variational approximation 
    Hall Peter; Pham Tung; Wand Matthew; Wang S. (Institute of Mathematical Statistics, 2011)
    We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the ...
  • Theory of Gaussian variational approximation for a Poisson mixed model 
    Hall Peter; Ormerod John; Wand Matthew (Academia Sinica, 2011)
    Likelihood-based inference for the parameters of generalized linear mixed models is hindered by the presence of intractable integrals. Gaussian variational approximation provides a fast and effective means of approximate ...