metabeta -- A fast neural model for Bayesian mixed-effects regression
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866914305296826368 |
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| author | Kipnis, Alex Binz, Marcel Schulz, Eric |
| author_facet | Kipnis, Alex Binz, Marcel Schulz, Eric |
| contents | Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically intractable and requires costly approximation using Markov Chain Monte Carlo (MCMC) methods. Neural posterior estimation shifts the bulk of computation from inference time to pre-training time, amortizing over simulated datasets with known ground truth targets. We propose metabeta, a neural network model for Bayesian mixed-effects regression. Using simulated and real data, we show that it reaches stable and comparable performance to MCMC-based parameter estimation at a fraction of the usually required time, enabling new use cases for Bayesian mixed-effects modeling. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_07473 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | metabeta -- A fast neural model for Bayesian mixed-effects regression Kipnis, Alex Binz, Marcel Schulz, Eric Machine Learning 62J05, 62F15, 68T07 I.2.6; G.3 Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically intractable and requires costly approximation using Markov Chain Monte Carlo (MCMC) methods. Neural posterior estimation shifts the bulk of computation from inference time to pre-training time, amortizing over simulated datasets with known ground truth targets. We propose metabeta, a neural network model for Bayesian mixed-effects regression. Using simulated and real data, we show that it reaches stable and comparable performance to MCMC-based parameter estimation at a fraction of the usually required time, enabling new use cases for Bayesian mixed-effects modeling. |
| title | metabeta -- A fast neural model for Bayesian mixed-effects regression |
| topic | Machine Learning 62J05, 62F15, 68T07 I.2.6; G.3 |
| url | https://arxiv.org/abs/2510.07473 |