Võrdle meetodeid

	Mitmetasandiline Gibbsi valim	Hamiltoni Monte Carlo
Valdkond	Bayesi meetodid	Bayesi meetodid
Perekond	Bayesian methods	Bayesian methods
Tekkeaasta	1990	1987
Looja	Geman & Geman (1984); applied to multilevel models by Gelfand & Smith (1990)	—
Tüüp	MCMC sampling algorithm	Gradient-based Markov chain Monte Carlo sampler
Algallikas	Gelman, A. & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. ISBN: 978-0521686891	Duane, S., Kennedy, A. D., Pendleton, B. J., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216–222.
Rööpnimetused	hierarchical Gibbs sampler, blocked Gibbs sampling for multilevel models, multilevel MCMC via Gibbs, Gibbs sampler for mixed-effects models	HMC, Hybrid Monte Carlo, NUTS, No-U-Turn Sampler
Seotud	6	3
Kokkuvõte	Multilevel Gibbs sampling applies the Gibbs MCMC algorithm to hierarchical (multilevel) Bayesian models, cycling through the conditional distributions of group-level parameters and population-level hyperparameters in turn. This exploits the conditional independence structure of the hierarchy to draw exact or near-exact samples from a posterior that would otherwise be analytically intractable.	Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MCMC. Originally introduced for lattice field theory by Duane, Kennedy, Pendleton, and Roweth (1987) under the name Hybrid Monte Carlo, and brought into mainstream statistics by Radford Neal's authoritative 2011 chapter, HMC is today the default sampler in Stan and PyMC and is widely regarded as the state-of-the-art engine for Bayesian posterior inference in high-dimensional models.