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| Hamiltonian Monte Carlo jeràrquic× | Cadenes de Markov Monte Carlo (MCMC)× | |
|---|---|---|
| Camp | Bayesià | Bayesià |
| Família | Bayesian methods | Bayesian methods |
| Any d'origen≠ | 2015 | — |
| Autor original≠ | Betancourt & Girolami | — |
| Tipus≠ | Bayesian sampling algorithm | Posterior sampling algorithm |
| Font seminal≠ | Betancourt, M. & Girolami, M. (2015). Hamiltonian Monte Carlo for hierarchical models. In S. K. Upadhyay, U. Singh, D. K. Dey & A. Loganathan (Eds.), Current Trends in Bayesian Methodology with Applications (pp. 79-101). CRC Press. link ↗ | 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 |
| Àlies≠ | Hierarchical HMC, HMC for hierarchical models, HMC with reparameterization, NUTS for hierarchical Bayesian models | markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo) |
| Relacionats≠ | 5 | 3 |
| Resum≠ | Hierarchical Hamiltonian Monte Carlo (Hierarchical HMC) applies Hamiltonian Monte Carlo sampling to Bayesian hierarchical models, addressing the severe geometric challenges those models pose. By combining non-centered parameterizations with HMC's gradient-driven proposals, it achieves efficient posterior exploration of the multi-level funnel-shaped geometries that standard MCMC methods struggle with. | Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model. |
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