3 papers
stat.ME2024
Variational Bayes for Mixture of Gaussian Structural Equation Models
Khue-Dung Dang, Luca Maestrini, Francis K. C. Hui
Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for…
stat.CO2023
Stochastic Variational Inference for GARCH Models
Hanwen Xuan, Luca Maestrini, Feng Chen +1
Stochastic variational inference algorithms are derived for fitting various heteroskedastic time series models. We examine Gaussian, t, and skew-t response GARCH models and fit the…
math.ST2023
Second Term Improvement to Generalised Linear Mixed Model Asymptotics
Luca Maestrini, Aishwarya Bhaskaran, Matt P. Wand
A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators.…