Vertaile menetelmiä
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| Monitasoinen Bayesiläinen mallikeskiarvoistus× | Monitasoisen MCMC:n käyttö× | |
|---|---|---|
| Tieteenala | Bayesilainen tilastotiede | Bayesilainen tilastotiede |
| Menetelmäperhe | Bayesian methods | Bayesian methods |
| Syntyvuosi≠ | 1999–2000s | 1990s |
| Kehittäjä≠ | Hoeting, Madigan, Raftery, Volinsky (BMA foundation); multilevel extension developed across the late 1990s–2000s | Gelfand & Smith (sampling-based approach); multilevel extension developed through 1990s Bayesian hierarchical modeling literature |
| Tyyppi≠ | Bayesian ensemble / model selection | Bayesian computational inference |
| Alkuperäislähde≠ | Hoeting, J. A., Madigan, D., Raftery, A. E. & Volinsky, C. T. (1999). Bayesian model averaging: A tutorial. Statistical Science, 14(4), 382-401. 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 |
| Rinnakkaisnimet | ML-BMA, hierarchical Bayesian model averaging, multilevel BMA, Bayesian model averaging in multilevel models | hierarchical MCMC, multilevel Bayesian sampling, MLMCMC, hierarchical Markov chain Monte Carlo |
| Liittyvät | 6 | 6 |
| Tiivistelmä≠ | Multilevel Bayesian model averaging (ML-BMA) extends classical Bayesian model averaging to grouped or hierarchically structured data. Rather than committing to a single multilevel model specification, it computes a weighted average of predictions and parameter estimates across a set of candidate multilevel models, weighting each model by its posterior probability given the data. The result accounts simultaneously for uncertainty in the grouping structure, fixed effects, random effects, and covariate selection. | 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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