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Distributed Bayesian Inference for Linear Mixed-Effects Models using the WASP

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  • Organization

    • There are three directories, each correspond to a subsection in the experiments section of the paper: simulation (simulation experiment), movielens (MovieLens data), us_natality (US Natality data).
    • Each directory has four sub directories: code, data, qsub, and result.
    • Directory 'code' has files of all the code (R source code) that was used in the analysis.
    • Directory 'data' has (if any) simulated data or real data that were used in the analysis.
    • Directory 'qsub' has SGE files (.q) that were used to submit jobs on a SGE cluster.
    • Directory 'result' has a sub directory 'img' and stores the result (if any) produced in the analysis. This directory may be empty or absent.
  • Files

    • 'simulate_data.R' contains the code to simulate and partition the data.
    • 'partition_data.R' contains the code to partition the simulated or real data.
    • 'analyze_result.R' contains the code for analyzing the results of DPMC, WASP, and competing methods and making plots/tables.
    • 'dls_sampler.R' contains the code for the MCMC/Gibbs sampler of a subset posterior distribution. This is a modified version of the code in 'mcmc_sampler.R' using stochastic approximation.
    • 'dls_comb.R' contains the code for combining the subset posterior distribution.
    • accuracy.R' contains the code for measuring approximation errors.
    • 'submit.R' contains the code for the R code for submitting a job on the cluster. The files in 'qsub' directory use this file for running simulations. If you want to replicate our results, then you should see this file.
  • Citation: If you use the code, then please cite the following paper:

    • Srivastava, S. and Xu, Y.(2020+). Distributed Bayesian Inference for Linear Mixed-Effects Models. Journal of Computational and Graphical Statistics.
  • Contact: Please email Sanvesh Srivastava (sanvesh-srivastava@uiowa.edu) or Yixiang Xu (yixiang-xu@berkeley.edu) if you have any questions related to the code.

  • Acknowledgment

    • Some code for linear mixed effects modeling has been borrowed from Patrick O. Perry (http://ptrckprry.com/code/).
    • Please email us if you think that we have missed citations to your paper/work.
    • This research is partially supported by grants from the Office of Naval Research (ONR-BAA N000141812741) and the National Science Foundation (DMS-1854667/1854662).

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Distributed Bayesian Inference for Linear Mixed-Effects Models using the WASP

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