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Hierarchical Models and More on Convergence Assessment

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Applied Bayesian Statistics

Part of the book series: Springer Texts in Statistics ((STS,volume 98))

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Abstract

So far, all of the Bayesian models that we have encountered have had only two components—the likelihood, which describes the data as draws from a probability distribution, and the prior, which specifies a probability distribution on the unknown parameters in the likelihood. Such a simple model is inadequate for many (probably most) real-world applications. As a result, more complex Bayesian models with additional levels are very commonly used. Such models are called hierarchical models.

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Cowles, M.K. (2013). Hierarchical Models and More on Convergence Assessment. In: Applied Bayesian Statistics. Springer Texts in Statistics, vol 98. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5696-4_9

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