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Hierarchical Hamiltonian Monte Carlo×Rantai Markov Monte Carlo Berperingkat×
BidangBayesianBayesian
KeluargaBayesian methodsBayesian methods
Tahun asal20151990
PengasasBetancourt & GirolamiGelfand & Smith (1990), building on Geman & Geman (1984)
JenisBayesian sampling algorithmBayesian computational sampler
Sumber perintisBetancourt, M. & Girolami, M. (2015). Hamiltonian Monte Carlo for hierarchical models. In S. K. Upadhyay, U. Singh, D. K. Dey & A. Loganathan (Eds.), Current Trends in Bayesian Methodology with Applications (pp. 79-101). CRC Press. 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
AliasHierarchical HMC, HMC for hierarchical models, HMC with reparameterization, NUTS for hierarchical Bayesian modelshierarchical MCMC, MCMC for multilevel models, Bayesian hierarchical MCMC, multilevel MCMC sampling
Berkaitan56
RingkasanHierarchical Hamiltonian Monte Carlo (Hierarchical HMC) applies Hamiltonian Monte Carlo sampling to Bayesian hierarchical models, addressing the severe geometric challenges those models pose. By combining non-centered parameterizations with HMC's gradient-driven proposals, it achieves efficient posterior exploration of the multi-level funnel-shaped geometries that standard MCMC methods struggle with.Hierarchical Markov chain Monte Carlo applies MCMC sampling to hierarchical Bayesian models, jointly drawing from the posterior over both observation-level parameters and the hyperparameters that govern them. This allows principled uncertainty propagation across all levels of a multilevel structure, from individuals to groups to population, using algorithms such as Gibbs sampling, Metropolis-Hastings, or Hamiltonian Monte Carlo.
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ScholarGateBandingkan kaedah: Hierarchical Hamiltonian Monte Carlo · Hierarchical Markov Chain Monte Carlo. Dicapai 2026-06-20 daripada https://scholargate.app/ms/compare