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	Hierarchical Markov Chain Monte Carlo	Regresja bayesowska
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	1990	—
Twórca	Gelfand & Smith (1990), building on Geman & Geman (1984)	—
Typ	Bayesian computational sampler	Bayesian linear model
Źródło pierwotne	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	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
Inne nazwy	hierarchical MCMC, MCMC for multilevel models, Bayesian hierarchical MCMC, multilevel MCMC sampling	bayesian linear regression, probabilistic regression, bayesian regresyon
Pokrewne	6	2
Podsumowanie	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.	Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.