Search results for "linear latent variable model"
showing 3 items of 3 documents
Efficient estimation of generalized linear latent variable models.
2019
Generalized linear latent variable models (GLLVM) are popular tools for modeling multivariate, correlated responses. Such data are often encountered, for instance, in ecological studies, where presence-absences, counts, or biomass of interacting species are collected from a set of sites. Until very recently, the main challenge in fitting GLLVMs has been the lack of computationally efficient estimation methods. For likelihood based estimation, several closed form approximations for the marginal likelihood of GLLVMs have been proposed, but their efficient implementations have been lacking in the literature. To fill this gap, we show in this paper how to obtain computationally convenient estim…
Fast and universal estimation of latent variable models using extended variational approximations
2022
AbstractGeneralized linear latent variable models (GLLVMs) are a class of methods for analyzing multi-response data which has gained considerable popularity in recent years, e.g., in the analysis of multivariate abundance data in ecology. One of the main features of GLLVMs is their capacity to handle a variety of responses types, such as (overdispersed) counts, binomial and (semi-)continuous responses, and proportions data. On the other hand, the inclusion of unobserved latent variables poses a major computational challenge, as the resulting marginal likelihood function involves an intractable integral for non-normally distributed responses. This has spurred research into a number of approx…
Blind source separation for non-stationary random fields
2022
Regional data analysis is concerned with the analysis and modeling of measurements that are spatially separated by specifically accounting for typical features of such data. Namely, measurements in close proximity tend to be more similar than the ones further separated. This might hold also true for cross-dependencies when multivariate spatial data is considered. Often, scientists are interested in linear transformations of such data which are easy to interpret and might be used as dimension reduction. Recently, for that purpose spatial blind source separation (SBSS) was introduced which assumes that the observed data are formed by a linear mixture of uncorrelated, weakly stationary random …