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همیلتونین مونت کارلو چندسطحی×MCMC چندسطحی (Multilevel MCMC)×
حوزهبیزیبیزی
خانوادهBayesian methodsBayesian methods
سال پیدایش2010s1990s
پدیدآورBeskos, Jasra, Law, Tempone, Zhou (multilevel MCMC); Neal (HMC component)Gelfand & Smith (sampling-based approach); multilevel extension developed through 1990s Bayesian hierarchical modeling literature
نوعBayesian computational samplerBayesian computational inference
منبع بنیادینBeskos, A., Jasra, A., Law, K., Tempone, R., & Zhou, Y. (2017). Multilevel sequential Monte Carlo samplers. Stochastic Processes and their Applications, 127(5), 1417–1440. DOI ↗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
نام‌های دیگرMultilevel HMC, MLHMC, multilevel HMC sampler, multilevel leapfrog MCMChierarchical MCMC, multilevel Bayesian sampling, MLMCMC, hierarchical Markov chain Monte Carlo
مرتبط56
خلاصهMultilevel Hamiltonian Monte Carlo (Multilevel HMC) combines the variance-reduction strategy of multilevel Monte Carlo with the efficient gradient-driven exploration of Hamiltonian Monte Carlo. By running coupled HMC chains at increasing levels of model fidelity or discretisation, it achieves accurate posterior estimates at a computational cost substantially lower than a single fine-level HMC chain.Multilevel MCMC applies Markov chain Monte Carlo sampling to hierarchical (multilevel) Bayesian models. It draws samples from the joint posterior of both group-level and population-level parameters simultaneously, propagating uncertainty across levels and enabling inference in clustered or nested data structures where observations within groups share common distributional characteristics.
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ScholarGateمقایسهٔ روش‌ها: Multilevel Hamiltonian Monte Carlo · Multilevel MCMC. بازیابی‌شده در 2026-06-19 از https://scholargate.app/fa/compare