Lecture 5: Introduction to Hierarchical Models

Readings

  • A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
    • Section 8.2: Comparing multiple groups
    • Section 8.3: The hierarchical normal model
  • Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
    • Section 5.2: Exchangeability and setting up hierarchical models
    • Section 5.3: Fully Bayesian analysis of conjugate hierarchical models
    • Section 5.4: Estimating exchangeable parameters for a normal model
    • Section 5.7: Weakly informative priors for hierarchical variance parameters
    • Section 11.2 Metropolis and Metropolis-Hastings algorithms
  • The Bayesian Choice (Second Edition) by Christian Robert