# Efficient moment calculations for variance components in large unbalanced crossed random effects models

arXiv: https://arxiv.org/abs/1602.00346 · HTML: https://mlsanity.com/paper/1602.00346/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 31 Jan 2016.

## Built on by (most cited first, 4 of 4)

- [Partially factorized variational inference for high-dimensional mixed models](https://mlsanity.com/paper/2312.13148/) (2023)
- [Linear-cost unbiased posterior estimates for crossed effects and matrix factorization models via couplings](https://mlsanity.com/paper/2410.08939/) (2024)
- [Conjugate gradient methods for high-dimensional GLMMs](https://mlsanity.com/paper/2411.04729/) (2024)
- [Scalable Krylov Subspace Methods for Generalized Mixed-Effects Models with Crossed Random Effects](https://mlsanity.com/paper/2505.09552/) (2025)

## Abstract (arXiv)

Large crossed data sets, described by generalized linear mixed models, have become increasingly common and provide challenges for statistical analysis. At very large sizes it becomes desirable to have the computational costs of estimation, inference and prediction (both space and time) grow at most linearly with sample size. Both traditional maximum likelihood estimation and numerous Markov chain Monte Carlo Bayesian algorithms take superlinear time in order to obtain good parameter estimates. We propose moment based algorithms that, with at most linear cost, estimate variance components, measure the uncertainties of those estimates, and generate shrinkage based predictions for missing observations. When run on simulated normally distributed data, our algorithm performs competitively with maximum likelihood methods.