
4
Hamiltonian Mont e Car lo for Hierarchical
Models
Michael Betancourt
University of Warwick
Mark Girolami
University of Warwick
CONTENTS
4.1 Hierarchical Models . . .. . . .. . . . .. . . .. . . . . . .. .. . . . . . .. . . . . . . . .. . . .. 80
4.2 Common Implementations of Hierarchical Models . .. . . .. . . . . . . . 82
4.2.1 Naïve implementations . . .. .. . . . . . .. . . . . . . . .. . . .. . . . .. .. . 83
4.2.2 Efficient implementations . .. .. . . . . . .. . . .. . . . .. . . .. . .. . . .. 83
4.3 Hamiltonian Monte Carlo for Hierarchical Models . . . . . . . .. . . .. . 85
4.3.1 Euclidean Hamiltonian Monte Carlo . . . . .. .. . . . . . .. .. .