Statistical Modeling & Regression · Bayesian Statistics

Bayesian statistics: Bayesian hierarchical models

Public introduction · full guide in Eikos

Introduction

What this guide covers

An analytical and rigorous exposition on the hierarchical paradigm, conditional interchangeability, the parametric contraction effect and contemporary simulation algorithms in continuous vector spaces.

Overview

Topics covered

  • Introduction
  • Bayesian Hierarchical Models
  • Foundational Theory of Bayesian Inference
  • Epistemic Interpretation of Probability
  • Mathematical Structure and Likelihood Principle
  • The Challenge of Marginal Integration

Related concepts

Main connections

  • Bayes' theorem & priors
  • Maximum likelihood estimation
  • Markov chain Monte Carlo (MCMC)
  • Mean & expected value
  • Variance & standard deviation
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

p(𝐲,𝛉)=p(𝐲∣𝛉)p(𝛉)=p(𝛉∣𝐲)p(𝐲)
View LaTeX sourcep(\mathbf{y}, \boldsymbol{\theta}) = p(\mathbf{y} \mid \boldsymbol{\theta}) p(\boldsymbol{\theta}) = p(\boldsymbol{\theta} \mid \mathbf{y}) p(\mathbf{y})