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Questions tagged [probabilistic-programming]

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8
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1answer
637 views

Hierarchical Bayesian modeling of incidence rates

Kevin Murphy's book discusses a classical Hierarchical Bayesian problem (originally discussed in Johnson and Albert, 1999, p24): Suppose that we are trying to ...
23
votes
1answer
2k views

Hamiltonian Monte Carlo vs. Sequential Monte Carlo

I am trying to get a feel for the relative merits and drawbacks, as well as different application domains of these two MCMC schemes. When would you use which and why? When might one fail but the ...