Uncertainty-Aware Ideal Point Estimation via Variational EM
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arXiv
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| Auteurs principaux: | , , , , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866911698269503488 |
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| author | Seo, Kwangok Lee, Youngjo Park, Jong Hee Wang, Xinlei Lim, Johan |
| author_facet | Seo, Kwangok Lee, Youngjo Park, Jong Hee Wang, Xinlei Lim, Johan |
| contents | Roll-call data analysis aims to estimate legislators' ideal points and quantify the associated uncertainty. Existing approaches either rely on Bayesian methods implemented via Markov chain Monte Carlo sampling or focus primarily on point estimation, with uncertainty typically assessed through resampling procedures such as the bootstrap. Consequently, the computational burden of these approaches can become substantial when applied to large roll-call datasets. To address this challenge, we propose a computationally efficient likelihood method for estimating ideal points and their standard errors. Leveraging the Pólya--Gamma identity, we develop a variational expectation--maximization algorithm for estimating ideal points and introduce a variational Louis' method to approximate the observed Fisher information for standard error estimation. Numerical studies and applications to U.S. congressional roll-call data demonstrate that the proposed method produces accurate ideal point estimates and reliable standard errors while being substantially more computationally efficient than existing approaches. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_19591 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Uncertainty-Aware Ideal Point Estimation via Variational EM Seo, Kwangok Lee, Youngjo Park, Jong Hee Wang, Xinlei Lim, Johan Methodology Roll-call data analysis aims to estimate legislators' ideal points and quantify the associated uncertainty. Existing approaches either rely on Bayesian methods implemented via Markov chain Monte Carlo sampling or focus primarily on point estimation, with uncertainty typically assessed through resampling procedures such as the bootstrap. Consequently, the computational burden of these approaches can become substantial when applied to large roll-call datasets. To address this challenge, we propose a computationally efficient likelihood method for estimating ideal points and their standard errors. Leveraging the Pólya--Gamma identity, we develop a variational expectation--maximization algorithm for estimating ideal points and introduce a variational Louis' method to approximate the observed Fisher information for standard error estimation. Numerical studies and applications to U.S. congressional roll-call data demonstrate that the proposed method produces accurate ideal point estimates and reliable standard errors while being substantially more computationally efficient than existing approaches. |
| title | Uncertainty-Aware Ideal Point Estimation via Variational EM |
| topic | Methodology |
| url | https://arxiv.org/abs/2605.19591 |