Bayesian Inference for Gaussian Semiparametric Multilevel Models

Bayesian inference for complex hierarchical models with smoothing splines is typically intractable,requiring approximate inference methods for use in practice. Markov Chain Monte Carlo (MCMC) is the standard method for generating samples from the posterior distribution. However, for large or complex models, MCMC can be computationally intensive, or even infeasible. Mean Field Variational Bayes (MFVB) is a fast deterministic alternative to MCMC. It provides an approximating distribution that

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