IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-05704516.html

Heterogeneous variance models with Gaussian processes

Author

Listed:
  • Yvette Baurne

    (Lund University)

  • Frédéric Delmar

    (EM - EMLyon Business School)

  • Jonas Wallin

    (Lund University)

Abstract

Understanding variability is a key focus in many areas of psychological research, with growing interest in modeling individual- and group-level variability. Although multilevel models such as heterogeneous variance models (HVMs) and Mixed-Effects Location-Scale models have been used to capture these dynamics, they typically rely on linear assumptions and restrict temporal changes in variability to a single level. Recent calls for nonlinear approaches in psychology highlight the need for more flexible models that can better account for complex, dynamic processes. This article introduces the use of Gaussian processes (GPs) within the framework of HVMs to address these limitations. By incorporating GPs in HVMs, we allow for the modeling of nonlinear variability across multiple levels, including temporal dynamics at both the individual and group levels. We demonstrate the benefits of this approach in two empirical applications. Our findings show that using GPs provides an improved model fit compared with traditional linear methods and highlight the utility of GPs in variance modeling, offering new possibilities for studying dynamic and emergent processes in psychological and social science research.

Suggested Citation

  • Yvette Baurne & Frédéric Delmar & Jonas Wallin, 2026. "Heterogeneous variance models with Gaussian processes," Post-Print hal-05704516, HAL.
  • Handle: RePEc:hal:journl:hal-05704516
    DOI: 10.1037/met0000850
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-05704516. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.