Bayesian methodsBayesian / computational
动态贝叶斯分层模型
动态贝叶斯分层模型将贝叶斯分层模型的多层结构与潜在状态的显式时间演化方程相结合。每个时间点的观测值与未观测的动态状态相关联，这些状态根据概率转移定律演化，而共享的超先验则跨单元或层汇集信息，从而能够同时进行跨时间、跨群组的连贯推断。
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来源
- West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259
- 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
如何引用本页
ScholarGate. (2026, June 3). Dynamic Bayesian Hierarchical Model. ScholarGate. https://scholargate.app/zh/bayesian/dynamic-bayesian-hierarchical-model
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