Asymptotic normality and valid inference for Gaussian variational approximation
高斯变分近似的渐近正态性与有效推断
We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical properties of a variational approximation method. Moreover, they give rise to asymptotically valid statistical inference. A simulation study demonstrates that Gaussian variational approximate confidence intervals possess good to excellent…