Сравнение на методи

	Многоуровневи Metropolis-Hastings	Алгоритъм на Метрополис-Хастингс
Област	Бейсови методи	Бейсови методи
Семейство	Bayesian methods	Bayesian methods
Година на възникване	1953 (core); 1990s (multilevel application)	1953
Създател	Metropolis et al. (1953); hierarchical extension developed through 1980s–1990s Bayesian computation literature	Metropolis et al. (1953); generalised by Hastings (1970)
Тип	MCMC sampling algorithm	Markov chain Monte Carlo sampler
Основополагащ източник	Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955	Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., & Teller, E. (1953). Equation of state calculations by fast computing machines. The Journal of Chemical Physics, 21(6), 1087–1092.
Други названия	hierarchical Metropolis-Hastings, multilevel MH, MH for hierarchical models, blocked Metropolis-Hastings	MH algorithm, M-H algorithm, Metropolis algorithm, Metropolis-Hastings sampler
Свързани	6	5
Резюме	Multilevel Metropolis-Hastings applies the Metropolis-Hastings MCMC algorithm to hierarchical (multilevel) Bayesian models, sampling jointly from group-level parameters and hyperparameters by proposing candidate values and accepting or rejecting them via a ratio that respects the full joint posterior across all levels of the model.	The Metropolis-Hastings (MH) algorithm is a general-purpose Markov chain Monte Carlo (MCMC) method for drawing samples from any probability distribution whose density can be evaluated up to a normalising constant. Introduced by Metropolis, Rosenbluth, Rosenbluth, Teller, and Teller (1953) in computational physics and generalised by Hastings (1970) to asymmetric proposal distributions, it is the foundational algorithm from which nearly all subsequent MCMC samplers — Gibbs sampling, Hamiltonian Monte Carlo, slice sampling — are derived or can be viewed as special cases.