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	Wielopoziomowe wnioskowanie bayesowskie	Łańcuchy Markowa i symulacje Monte Carlo (MCMC)
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	1980s–2000s	—
Twórca	Gelman, Hill, Raudenbush, Bryk	—
Typ	Bayesian hierarchical model	Posterior sampling algorithm
Źródło pierwotne	Gelman, A., & Hill, J. (2007). Data Analysis Using Regression and Multilevel/Hierarchical Models. Cambridge University Press. ISBN: 978-0521686891	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	Bayesian multilevel model, Bayesian hierarchical model, Bayesian mixed-effects model, Bayesian random-effects model	markov chain monte carlo, MCMC sampling, MCMC (Markov Zinciri Monte Carlo)
Pokrewne	6	3
Podsumowanie	Multilevel Bayesian inference combines Bayesian probability with hierarchical data structures, treating group-level parameters as drawn from a common population distribution. It simultaneously estimates unit-level effects and the hyperparameters governing their variation, propagating full uncertainty through every level of the hierarchy via posterior sampling.	Markov Chain Monte Carlo (MCMC) is a family of computational algorithms for sampling from complex probability distributions, most commonly the posterior distributions that arise in Bayesian inference. Rather than computing posteriors analytically — which is rarely possible for realistic models — MCMC constructs a Markov chain whose stationary distribution is the target posterior and draws dependent samples from it, enabling full probabilistic inference for virtually any model.