# Questions tagged [hierarchical-bayesian]

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

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### Bivariate/multivariate models for multinomial response variables

I need to fit two categorical (potentially correlated) response variables (each has three classes) on a set of explanatory variables, while considering for the response variables' correlation. What ...
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### Marginal prior derivation in hierarchical Bayesian model

I am working on a model that is closely related to the normal gamma shrinkage prior setup discussed in Griffin & Brown (2010). Suppose we want to draw $P$ parameters $\beta_p$ with $p=1,...,P$. ...
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### sampling behind bayesian hierarchical models

I'm unsure how sampling is done in Bayesian Hierarchical modelling, i'm reading a book on how to use it in PyMC3 but it doesn't explain the math and i'd like to understand it. Suppose i want to ...
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### Hierarchical Multi-label Classification

I would like to make a classifier, where I can classify individuals from one hand, and from the other hand, understanding the data better, meaning figuring out which feature, is the most contributing. ...
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### Stepwise regression for Bayesian models

Why isn't stepwise regression, like backward elimination, used for Bayesian models? What is generally used to find insignificant variables in bayesian methods? Or does one simply not worry about ...
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### How to define function in OpenBUGS

In my Hierarchical Bayesian Model, in the data layer y[i] <- M(t,u,v)+ N[0,sigma_y] where M is a complicated function. I have generated the output of this M by ...
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### Bayesian Hierarchical Model - Exact Conjugate Solution?

I was hoping to get some help. In understand how to compute an exact numerical solution (http://www.cs.berkeley.edu/~jordan/courses/260-spring10/lectures/lecture5.pdf) for the following Bayesian model:...
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### JAGS meta-analysis

I'm using JAGS to run a meta-analysis and I've run into an issue. I have calculated log-response ratios and errors for about 177 studies, where studies fall into one of 8 groups. I'm interested in ...
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### How to interpret the output of choicemodelr (rhierMnlRwMixture) in R

My Problem I just started using the R library choicemodelr and succeded in getting some beta values as a solution. But I wonder how do I assign these values to the ...
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### Reference for hierarchical Bayesian modelling

I am currently reading "Bayesian Data Analysis" by Gelman et al. and my main goal was to learn about Hierarchical modelling on chapter 5. I read until chapter 4 and the book is written terribly for a ...
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### Parameters for a Hierarchical Multinomial Regression

I am trying to fit a hierarchical multinomial regression to cross sectional data. I have around 2000 units with only one observation per unit. I have a binomial response variable and 14 dummy ...
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### Sequential Monte Carlo for hierarchical models

Does anybody know, can Sequential Monte Carlo be applied for multi-dimensional problems i.e. simulating more than 1 distribution like in hierarchical models? Maybe you know some following literature
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### How to make inferences on group SD and and the SD of the group SD in a hierarchical Bayesian model?

The hierarchical model specified below is quite "standard" and easy to implement in for example JAGS/BUGS. It has an hierarchical gamma prior on the subject's precisions ($\tau_j$) which in turn has ...
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### Posterior predictive distributions and predictive intervals

I'm confused about the role of posterior predictive distributions in Bayesian inference and predictive inference. As I understand it, the frequentist approach would typically involve fitting the MLE,...