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stat.ME2026
Method of Moments Estimation of High-Dimensional Covariance Using a Parametric Model
Iain M. Johnstone, Yuchen Wu, Ran Xie
We propose method-of-moments estimators for the eigenvalues of variance component covariance matrices in multivariate mixed effects models. Assuming a parametric form for the eigen…
stat.ME2018
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation
P. Hall, I. M. Johnstone, J. T. Ormerod +2
Expectation propagation is a general prescription for approximation of integrals in statistical inference problems. Its literature is mainly concerned with Bayesian inference scena…