EconBase
← All papers

Hybrid unadjusted Langevin methods for high-dimensional latent variable models

Ruben Loaiza-Maya, Didier Nibbering, Dan Zhu

arXiv 26 Jun 2023 · Econometrics · publishedJournal of Econometrics (2024) · 1 citations (OpenAlex)

arXiv:2306.14445 · PDF · DOI · OpenAlex · Extracted main text

Abstract

The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a novel approximate Bayesian method based on the Langevin diffusion process. The method employs the Fisher identity to integrate out the latent variables, which makes it accurate and computationally feasible when applied to big data. In contrast to other approximate estimation methods, it does not require the choice of a parametric distribution for the unknowns, which often leads to inaccuracies. In an empirical discrete choice example with a million observations, the proposed method accurately estimates the posterior choice probabilities using only 2% of the computation time of exact MCMC.

Citation extraction

19
references
37
in-text mentions
19
distinct cited
3
self-citations
5,674
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Hodgkinson, L., Salomone, R., and Roosta, F (2021) Implicit Langevin algorithms for sampling from log-concave densities0.92843100%
2Durmus, A. and Moulines, E (2017) Nonasymptotic convergence analysis for the unadjusted Langevin algorithm0.81142100%
3Loaiza-Maya, R. and Nibbering, D (2023) Fast variational Bayes methods for multinomial probit models self0.81142100%
4Roberts, G. O. and Tweedie, R. L (1996) Exponential convergence of Langevin distributions and their discrete approximations0.73732100%
5Dalalyan, A. S (2017) Theoretical guarantees for approximate sampling from smooth and log-concave densities0.64422100%
6De Bortoli, V., Durmus, A., Pereyra, M., and Vidal, A. F (2021) Efficient stochastic optimisation by unadjusted Langevin Monte Carlo: Application to maximum marginal likelihood and empirical B…0.64422100%
7Loaiza-Maya, R., Smith, M. S., Nott, D. J., and Danaher, P. J (2022) Fast and accurate variational inference for models with many latent variables self0.64422100%
8Poyiadjis, G., Doucet, A., and Singh, S. S (2011) Particle approximations of the score and observed information matrix in state space models with application to parameter estimat…0.64422100%
9Vollmer, S. J., Zygalakis, K. C., and Teh, Y. W (2016) Exploration of the (non-) asymptotic bias and variance of stochastic gradient Langevin dynamics0.64422100%
10Loaiza-Maya, R. and Nibbering, D (2022) Scalable Bayesian estimation in the multinomial probit model self0.51121100%

Showing the top 10 of 19 scored citations.