Hamiltonian Monte Carlo for Hierarchical Models (Current Trends in Bayesian Methodology with Applications, 2015)
Keywords: BIOLOGY, LIFE SCIENCES; Probability & statistics; Random Walk Metropolis; Non-centered Parameterizations; Step Size; Random Walk Behavior; Momenta Distribution; Acceptance Probability; Stan Models; MCMC; Pe Rc; Generalized Linear Model; Markov Chain Monte Carlo Techniques; Variance Τ2; Int; Hierarchical Models; Characteristic Length Scale; Random Walk; Latent Parameters; Gibbs Sampler; Potential Scale Reduction Factor; Target Distribution; Markov Chain Monte Carlo Algorithms; Marginal Variances; Ge A; Optimal Integration Time