Method evidence record

Multilevel Metropolis-Hastings

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.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Multilevel Metropolis-Hastings Algorithm

Taxonomic method record · bayesian / bayesian

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
Roberts, G. O. & Sahu, S. K. (1997). Updating schemes, correlation structure, blocking and parameterisation for the Gibbs sampler. Journal of the Royal Statistical Society: Series B, 59(2), 291-317. · DOI 10.1111/1467-9868.00070

Open full method

Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketHierarchical Bayesian Inferencemachine-suggested · Relational suggestion, not evidence.Same method familyMetropolis-Hastings Algorithmmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketMultilevel Bayesian Inferencemachine-suggested · Relational suggestion, not evidence.Taxonomic bucketMultilevel Gibbs Samplingmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketMultilevel Hamiltonian Monte Carlomachine-suggested · Relational suggestion, not evidence.Taxonomic bucketMultilevel Variational Inferencemachine-suggested · Relational suggestion, not evidence.