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jerad
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Help me understand Bayesian updating
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Is there a desription in the literature of a Normal hierarchical model with hyperparameters for both the mean and the standard deviation?
@RasmusBååth, I'm pretty sure the model in section 6 of that paper is an instance of what you want. Also, it's discussed in Ch. 15 of Gelman's book. See my edits above for more info.
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Is there a desription in the literature of a Normal hierarchical model with hyperparameters for both the mean and the standard deviation?
Added clarifying info about Gelmans source paper, and pointed to a related discussion in his book.
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What will happen if we sample the most probable value in the Gibbs sampling?
Your sampler will also tend to get stuck on a local maxima.
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