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Record W4406715877 · doi:10.1111/bmsp.12381

Efficient and accurate variational inference for multilevel threshold autoregressive models in intensive longitudinal data

2025· article· en· W4406715877 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueBritish Journal of Mathematical and Statistical Psychology · 2025
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Bayesian Inference
Canadian institutionsUniversity of Manitoba
FundersNatural Sciences and Engineering Research Council of CanadaCanadian Institutes of Health Research
KeywordsMarkov chain Monte CarloInferenceAutoregressive modelBayes' theoremBayesian inferenceBayesian probabilityComputer scienceAlgorithmData setMathematicsStatisticsArtificial intelligence

Abstract

fetched live from OpenAlex

Recent technological advancements have enabled the collection of intensive longitudinal data (ILD), consisting of repeated measurements from the same individual. The threshold autoregressive (TAR) model is often used to capture the dynamic outcome process in ILD, with autoregressive parameters varying based on outcome variable levels. For ILD from multiple individuals, multilevel TAR (ML-TAR) models have been proposed, with Bayesian approaches typically used for parameter estimation. However, fitting ML-TAR models can be computationally challenging. This study introduces a mean-field variational Bayes (MFVB) algorithm as an alternative to traditional Bayesian inference. By optimizing to approximate posterior densities, variational Bayes aims to find the best approximation within a defined set of distributions. Simulation results demonstrate that our MFVB algorithm is significantly faster than the standard Markov chain Monte Carlo (MCMC) approach. Moreover, increasing the number of individuals or time points enhances the accuracy of the parameter estimates using MFVB, suggesting that sufficient data are crucial for accurate estimation in complex models like ML-TAR models. When applied to real-world data, the MFVB algorithm was significantly more efficient than MCMC and maintained similar accuracy. Thus, the MFVB algorithm is a faster and more consistent alternative to MCMC for large-scale inference in ILD models.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.016
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.259
Threshold uncertainty score0.992

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.016
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.180
GPT teacher head0.464
Teacher spread0.285 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it