2 papers
stat.ME2026
Conjugating Variational Inference for Large Mixed Multinomial Logit Models and Consumer Choice
Weiben Zhang, Ruben Loaiza-Maya, Michael Stanley Smith +1
Heterogeneity in multinomial choice data is often accounted for using logit models with random coefficients. Such models are called "mixed", but they can be difficult to estimate f…
stat.ML2023
Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models
Weiben Zhang, Michael Stanley Smith, Worapree Maneesoonthorn +1
Stochastic models with global parameters and latent variables are common, and for which variational inference (VI) is popular. However, existing methods are often either slow or in…