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<front>
<journal-meta>
<journal-id journal-id-type="publisher-id">JDS</journal-id>
<journal-title-group><journal-title>Journal of Data Science</journal-title></journal-title-group>
<issn pub-type="epub">1683-8602</issn><issn pub-type="ppub">1680-743X</issn><issn-l>1680-743X</issn-l>
<publisher>
<publisher-name>School of Statistics, Renmin University of China</publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id pub-id-type="publisher-id">JDS1246</article-id>
<article-id pub-id-type="doi">10.6339/26-JDS1246</article-id>
<article-categories><subj-group subj-group-type="heading">
<subject>Computing in Data Science</subject></subj-group></article-categories>
<title-group>
<article-title>Mixed-Model Log-Likelihood Evaluation via a Blocked Cholesky Factorization</article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name><surname>Bates</surname><given-names>Douglas</given-names></name><email xlink:href="mailto:bates@stat.wisc.edu">bates@stat.wisc.edu</email><xref ref-type="aff" rid="j_jds1246_aff_001">1</xref><xref ref-type="corresp" rid="cor1">∗</xref>
</contrib>
<contrib contrib-type="author">
<name><surname>Alday</surname><given-names>Phillip</given-names></name><xref ref-type="aff" rid="j_jds1246_aff_002">2</xref>
</contrib>
<contrib contrib-type="author">
<name><surname>Kokandakar</surname><given-names>Ajinkya</given-names></name><xref ref-type="aff" rid="j_jds1246_aff_001">1</xref>
</contrib>
<aff id="j_jds1246_aff_001"><label>1</label>Department of Statistics, <institution>University of Wisconsin–Madison</institution>, <country>U.S.A.</country></aff>
<aff id="j_jds1246_aff_002"><label>2</label><institution>Beacon Biosignals</institution>, <country>U.S.A.</country></aff>
</contrib-group>
<author-notes>
<corresp id="cor1"><label>∗</label>Corresponding author Email: <ext-link ext-link-type="uri" xlink:href="mailto:bates@stat.wisc.edu">bates@stat.wisc.edu</ext-link>.</corresp>
</author-notes>
<pub-date pub-type="ppub"><year>2026</year></pub-date><pub-date pub-type="epub"><day>28</day><month>10</month><year>2026</year></pub-date><volume content-type="ahead-of-print">0</volume><issue>0</issue><fpage>1</fpage><lpage>23</lpage><supplementary-material id="S0" xlink:href="https://dataverse.harvard.edu/dataverse/jdsdataverse">
<caption>
<title>Supplementary Material</title>
<p>The supplementary material for this article is available on the official website of the Journal of Data Science at <uri>https://jds-online.org/</uri>. It may include additional results, appendices, tables, figures, code, and data.</p>
</caption>
</supplementary-material><history><date date-type="received"><day>1</day><month>6</month><year>2026</year></date><date date-type="accepted"><day>8</day><month>9</month><year>2026</year></date></history>
<permissions><copyright-statement>2026 The Author(s). Published by the School of Statistics and the Center for Applied Statistics, Renmin University of China.</copyright-statement><copyright-year>2026</copyright-year>
<license license-type="open-access" xlink:href="https://creativecommons.org/licenses/by/4.0/">
<license-p>Open access article under the <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">CC BY</ext-link> license.</license-p></license></permissions>
<abstract>
<p><xref ref-type="bibr" rid="j_jds1246_ref_002">Bates et al.</xref> (<xref ref-type="bibr" rid="j_jds1246_ref_002">2015</xref>) described the evaluation of the profiled log-likelihood of a linear mixed-effects model by updating a sparse, symmetric positive-definite matrix and computing its Cholesky factor, as implemented in the <italic>lme4</italic> package for <sans-serif>R</sans-serif>. Here we present enhancements to the derivation and theoretical presentation of the result and to its implementation using a blocked Cholesky factorization in the <italic>MixedModels.jl</italic> package for <sans-serif>Julia</sans-serif> (<xref ref-type="bibr" rid="j_jds1246_ref_003">Bezanson et al.</xref>, <xref ref-type="bibr" rid="j_jds1246_ref_003">2017</xref>). The gain in computational efficiency is primarily due to three factors: (1) the new derivation allows us to compute the penalized sum of squared residuals without computing the conditional estimates of the fixed-effects parameters and the conditional modes of the random effects at each optimization step, (2) the blocked Cholesky representation and careful ordering of the random effects terms reduces the amount of “fill-in” that occurs during the Cholesky factorization, and (3) the multiple dispatch feature of the <sans-serif>Julia</sans-serif> language allows us to use specialized algorithms for different kinds of matrices instead of relying on generic algorithms during the Cholesky factorization. To show the effectiveness of the blocked Cholesky approach we use it to fit a linear mixed model to over 32 million ratings of movies in the MovieLens ml-32m (<xref ref-type="bibr" rid="j_jds1246_ref_008">Harper and Konstan</xref>, <xref ref-type="bibr" rid="j_jds1246_ref_008">2016</xref>) data set. The model incorporates random effects for over 200,000 movies and over 80,000 participants. Further enhancements to these computational methods are suggested.</p>
</abstract>
<kwd-group>
<label>Keywords</label>
<kwd>fill-reducing permutation</kwd>
<kwd>mixed-effects models</kwd>
<kwd>partially crossed grouping</kwd>
<kwd>profiled log-likelihood</kwd>
<kwd>rectangular full-packed storage</kwd>
</kwd-group>
<funding-group><funding-statement>This research was supported by the Center for Interdisciplinary Research, Bielefeld (ZiF) Cooperation Group “Statistical models for psychological and linguistic data”. We would like to thank Ben Bolker for helpful comments on the manuscript.</funding-statement></funding-group>
</article-meta>
</front>
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