Variational Bayesian modelling of mixed-effects

Abstract: This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple subjects. When approached from a bayesian perspective, such mixed-effects models typically rely upon a hierarchical generative model of the data, whereby both within- and between-subject effects contribute to the overall observed variance. The ensuing VB scheme can be used to assess statistical significance at the group level and/or to capture inter-individual differences. Alternatively, it can be seen as an adaptive regularization procedure, which iteratively learns the corresponding within-subject priors from estimates of the group distribution of effects of interest (cf. so-called "empirical bayes" approaches). We outline the mathematical derivation of the ensuing VB scheme, whose open-source implementation is available as part the VBA toolbox.