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	Hierarchical Markov Chain Monte Carlo	Hierarchiczna inferencja bayesowska
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	1990	1972 (Lindley & Smith); consolidated 1995–2013
Twórca	Gelfand & Smith (1990), building on Geman & Geman (1984)	Lindley & Smith; Gelman et al.
Typ	Bayesian computational sampler	Bayesian multilevel 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	multilevel Bayesian modeling, Bayesian hierarchical model, nested Bayesian model, partial pooling model
Pokrewne	6	6
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.	Hierarchical Bayesian inference is a probabilistic modeling framework that organises parameters into levels, placing priors on the group-level parameters and hyperpriors on the parameters governing those priors. It enables partial pooling of information across groups, balancing the extremes of treating each group as independent or merging them into a single estimate.