ScholarGate
Assistent

Võrdle meetodeid

Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.

Mitmetasandiline Metropolis-Hastings×Mitmetasandiline Gibbsi valim×
ValdkondBayesi meetodidBayesi meetodid
PerekondBayesian methodsBayesian methods
Tekkeaasta1953 (core); 1990s (multilevel application)1990
LoojaMetropolis et al. (1953); hierarchical extension developed through 1980s–1990s Bayesian computation literatureGeman & Geman (1984); applied to multilevel models by Gelfand & Smith (1990)
TüüpMCMC sampling algorithmMCMC sampling algorithm
AlgallikasGelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955Gelman, A. & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. ISBN: 978-0521686891
Rööpnimetusedhierarchical Metropolis-Hastings, multilevel MH, MH for hierarchical models, blocked Metropolis-Hastingshierarchical Gibbs sampler, blocked Gibbs sampling for multilevel models, multilevel MCMC via Gibbs, Gibbs sampler for mixed-effects models
Seotud66
KokkuvõteMultilevel 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.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.
ScholarGateAndmestik
  1. v1
  2. 2 Allikad
  3. PUBLISHED
  1. v1
  2. 2 Allikad
  3. PUBLISHED

Mine otsingusse Laadi slaidid alla

ScholarGateVõrdle meetodeid: Multilevel Metropolis-Hastings · Multilevel Gibbs Sampling. Loetud 2026-06-19 aadressilt https://scholargate.app/et/compare