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# Questions tagged [hierarchical-bayesian]

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

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### two-step gibbs sampling vs block gibbs sampling

While reading Bayesian-related technical articles, I can see algorithms such as two-step Gibbs sampling and block gibbs sampling ...
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### What is the difference between hierarchical modeling and setting a (fixed) prior on a parameter?

I was reading through Chapter 11 of Data Analysis using Regression & Multilevel Models, and was confused by a slight variation of a simple hierarchical model posed in the text. Lets say I have a ...
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### For a separable covariance in a Gaussian process, is an inverse Wishart prior conjugate?

Suppose we have a GP for the vector $\mathbf{y}\sim\text{GP}(\boldsymbol{0},\Sigma_y)$, where $\Sigma_y=\Sigma_r\otimes\Sigma_f$ is a separable covariance matrix. Assume $\Sigma_f$ is fixed and an ...
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### Hierarchical models and conditional independence

Suppose that we have a hierarchical model given by (this is Example 4.4.5 of Berger and Casella(2002)) \begin{align*} X\mid Y&\sim\text{binomial}(Y,p),\\ Y\mid\Lambda&\sim\text{Poisson}(\...
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### Conditional independence in BUGs/JAGs?

I am trying to create a hierarchical model in BUGs. I am actually attempting to implement this is Nimble, but I suspect that a JAGs implementation will be informative. To attempt to reduce my problem ...
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### Bayesian Hierarchical Regression Models for Panel Data

I am fairly comfortable with Bayesian hierarchical regression models, but I am new to panel data analysis. As someone from the social sciences, I have found that the majority of resources on panel ...
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2 votes
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480 views

### brms model specification with 3 (crossed or nested?) levels

I have a data set that looks like this toy data ...
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39 views

### Nonconvergence of some parameters in MCMC of Hierarchical Bayesian Model

In short: MCMC is used to construct posterior distributions for parameters of central tendency and all parameters used in the formula for this central tendency. I only care about the parameters of ...
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