vmsae - Variational Multivariate Spatial Small Area Estimation

Variational Autoencoded Multivariate Spatial Fay-Herriot models are designed to efficiently estimate population parameters in small area estimation. This package implements the variational generalized multivariate spatial Fay-Herriot model (VGMSFH) using 'NumPyro' and 'PyTorch' backends, as demonstrated by Wang, Parker, and Holan (2025) <doi:10.48550/arXiv.2503.14710>. The 'vmsae' package provides utility functions to load weights of the pretrained variational autoencoders (VAEs) as well as tools to train custom VAEs tailored to users specific applications.