Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [hierarchical-bayesian]

Hierarchical Bayesian models specify priors on parameters and hyperpriors on the parameters of the prior distributions

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What is a maximum asymptotic level parameter?

I am currently studying the model described in this study for estimating the COVID19 deaths. Their model is a Bayesian, and is fairly simple. Let $Y_1, Y_2, \ldots Y_n$ be the number of deaths on day $1, 2, 3, \ldots, n$. The model for $Y_i$ is…
masfenix
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Derivation of posterior for Bayesian hierarchical models

In Bayesian hierarchical models, the following posterior is used: $$p(\theta,\phi|y)\propto p(y|\theta)p(\theta|\phi)p(\phi)$$ I'm trying to derive this myself but when I use Bayes' rule, I get the…
grenmester
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Sampling in Hierarchical Bayesian Models

I have a question regarding sampling proceedures in a hierarchical latent variable model. Suppose a hierarchical model of the following form, given that $Y$ are observations, and $\theta,\phi$ are parameters and hyperparameters respectively. The…
jdeJuan
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Bayesian concepts : multivariate mixed models

I am working with a multilevel multivariate mixed mode with 4 outcomes. I am having difficulties extracting the variances, coefficients of variations. Could anyone advise? I am new to bayesian statistics so it has been pretty rough. Thank you My…
Cynthia K.
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Hierarchical Model with multiple types of groups

Hi I'm trying to build a model(in pymc3) but I'm not sure how to describe relationship I want to model. I need a model that estimates yields in financial markets based on what cohort does a particular bond belong to, trick is that market…
sgp667
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Confusion about Bayesian Hierarchical Models

I'm having a little confusion over hierarchical models and I was hoping for some clarification. I will share my understanding of what it is, and highlight my confusion. Suppose we start with some data $$(s_1,x_1,y_1),...,(s_N,x_N,y_N)$$ where for…
Teagan
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How to structure a multi-level model for a five-a-side football problem

I'm working in an unfamiliar Bayesian context here, so apologies if my terminology isn't entirely correct! Imagine I'm trying to predict the performance of players on a of a five-a-side football team. The team has seven players, and in any given…
nwrdobrn
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How to set the index valued M in Hierarchical model to compute Bayesian model probability?

I'm incorporating a Bayesian Model Averageing(BMA) approach in my research and strapped in trapped in the estimated of Pr(theta|D). Professor John K. Kruschke(2014)'s book in chapter 10 offers an example to compute model posterior probability using…
Jieyu He
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