Hamiltonian Monte Carlo for Hierarchical Models
Not on the map. Why?
Abstract (arXiv)
Hierarchical modeling provides a framework for modeling the complex interactions typical of problems in applied statistics. By capturing these relationships, however, hierarchical models also introduce distinctive pathologies that quickly limit the efficiency of most common methods of in- ference. In this paper we explore the use of Hamiltonian Monte Carlo for hierarchical models and demonstrate how the algorithm can overcome those pathologies in practical applications.
Key facts. Cited by 50 papers in the map (data through 7 Oct 2026). First posted on arXiv 3 Dec 2013.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2020: 1; 2021: 6; 2022: 8; 2023: 7; 2024: 7; 2025: 9; 2026: 12.
50 papers.
Sort:
By area:
- 2024Improving Diffusion Inverse Problem Solving with Decoupled Noise Annealingcited by 157
- 2024Cautious Optimizers: Improving Training with One Line of Codecited by 42
- 2021Solution of Physics-based Bayesian Inverse Problems with Deep Generative Priorscited by 29
- 2021Pathfinder: Parallel quasi-Newton variational inferencecited by 26
- 2022Missing Data Imputation and Acquisition with Deep Hierarchical Models and Hamiltonian Monte Carlocited by 19
- 2023Inferring Capabilities from Task Performance with Bayesian Triangulationcited by 13
- 2022ProbNeRF: Uncertainty-Aware Inference of 3D Shapes from 2D Imagescited by 12
- 2021The Peril of Popular Deep Learning Uncertainty Estimation Methodscited by 11
- 2021An Introduction to Hamiltonian Monte Carlo Method for Samplingcited by 8
- 2021Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributionscited by 7
- 2023Bayesian Hierarchical Models for Counterfactual Estimationcited by 6
- 2023On the hierarchical Bayesian modelling of frequency response functionscited by 6
38 more
- 2022Sparse Gaussian Process Hyperparameters: Optimize or Integrate?cited by 4
- 2023Automatically Marginalized MCMC in Probabilistic Programmingcited by 4
- 2023Spike-and-slab shrinkage priors for structurally sparse Bayesian neural networkscited by 4
- 2020Bayesian Inverse Reinforcement Learning for Collective Animal Movementcited by 3
- 2024Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentrationcited by 3
- 2025STeP: A Framework for Solving Scientific Video Inverse Problems with Spatiotemporal Diffusion Priorscited by 3
- 2025Model-Informed Flows for Bayesian Inferencecited by 3
- 2025Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetrycited by 3
- 2021Low-rank variational Bayes correction to the Laplace methodcited by 2
- 2024Preconditioned FEM-based Neural Networks for Solving Incompressible Fluid Flows and Related Inverse Problemscited by 2
- 2025The Within-Orbit Adaptive Leapfrog No-U-Turn Samplercited by 2
- 2022Learning Physics between Digital Twins with Low-Fidelity Models and Physics-Informed Gaussian Processescited by 1
- 2022Maximum entropy exploration in contextual bandits with neural networks and energy based modelscited by 1
- 2022Bayesian hierarchical modelling for battery lifetime early predictioncited by 1
- 2024SoftCVI: Contrastive variational inference with self-generated soft labelscited by 1
- 2025Graph-Smoothed Bayesian Black-Box Shift Estimator and Its Information Geometrycited by 1
- 2025metabeta -- A fast neural model for Bayesian mixed-effects regressioncited by 1
- 2022Deep surrogate accelerated delayed-acceptance HMC for Bayesian inference of spatio-temporal heat fluxes in rotating disc systemscited by 0
- 2022Approximate Gibbs Sampler for Efficient Inference of Hierarchical Bayesian Models for Grouped Count Datacited by 0
- 2023Eryn : A multi-purpose sampler for Bayesian inferencecited by 0
- 2023Rapid and Scalable Bayesian AB Testingcited by 0
- 2024Identifying latent disease factors differently expressed in patient subgroups using group factor analysiscited by 0
- 2024ATLAS: Adapting Trajectory Lengths and Step-Size for Hamiltonian Monte Carlocited by 0
- 2025Learning to Represent Individual Differences for Choice Decision Makingcited by 0
- 2025Reducing normalizing flow complexity for MCMC preconditioningcited by 0
- 2025A Critical Review of Monte Carlo Algorithms Balancing Performance and Probabilistic Accuracy with AI Augmented Frameworkcited by 0
- 2026Learned harmonic mean estimation of the marginal likelihood for multimodal posteriors with flow matchingcited by 0
- 2026Posterior Continuation with Noise-Conditioned Frequency Exposure for Diffusion Inverse Problemscited by 0
- 2026SSNAPS: Audio-Visual Separation of Speech and Background Noise with Diffusion Inverse Samplingcited by 0
- 2026Automatic Laplace Collapsed Sampling: Scalable Marginalisation of Latent Parameters via Automatic Differentiationcited by 0
- 2026AI4BayesCode: From Natural Language Descriptions to Validated Modular Stateful Bayesian Samplerscited by 0
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Modelscited by 0
- 2026Understanding Deterioration Random Effects for Causal Discovery in Infrastructure Managementcited by 0
- 2026DTVEM-RE: A Hierarchical Random-Effects Extension of the Differential Time-Varying Effect Model for Person-Specific Multi-Lag Estimation in Intensive Longitudinal Datacited by 0
- 2026Credibility-Weighted Pricing of Autonomous Vehicle Liability Under Operational Design Domain Shiftcited by 0
- 2026Scalable Bayesian Additive Models for Stellar Flare Detection via Amortized Gaussian Process Inference and Hidden Markov Modelscited by 0
- 2026Bayesian Feature Extraction using Gaussian and Diffused-gamma Priors for High Dimensional Spatio-Temporal Datacited by 0
- 2026Large Language Bayes Is Not Reparameterisation-Invariantcited by 0
- 2026Large Language Bayes Is Not Reparameterisation-Invariant24 Sep 2026
- 2026Bayesian Feature Extraction using Gaussian and Diffused-gamma Priors for High Dimensional Spatio-Temporal Data27 Jul 2026
- 2026Scalable Bayesian Additive Models for Stellar Flare Detection via Amortized Gaussian Process Inference and Hidden Markov Models21 Jun 2026
- 2026Credibility-Weighted Pricing of Autonomous Vehicle Liability Under Operational Design Domain Shift16 Jun 2026
- 2026DTVEM-RE: A Hierarchical Random-Effects Extension of the Differential Time-Varying Effect Model for Person-Specific Multi-Lag Estimation in Intensive Longitudinal Data12 Jun 2026
- 2026Understanding Deterioration Random Effects for Causal Discovery in Infrastructure Management19 May 2026
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models19 May 2026
- 2026AI4BayesCode: From Natural Language Descriptions to Validated Modular Stateful Bayesian Samplers18 May 2026
- 2026Automatic Laplace Collapsed Sampling: Scalable Marginalisation of Latent Parameters via Automatic Differentiation27 Mar 2026
- 2026SSNAPS: Audio-Visual Separation of Speech and Background Noise with Diffusion Inverse Sampling1 Feb 2026
- 2026Posterior Continuation with Noise-Conditioned Frequency Exposure for Diffusion Inverse Problems30 Jan 2026
- 2026Learned harmonic mean estimation of the marginal likelihood for multimodal posteriors with flow matching26 Jan 2026
38 more
- 2025A Critical Review of Monte Carlo Algorithms Balancing Performance and Probabilistic Accuracy with AI Augmented Framework19 Dec 2025
- 2025Reducing normalizing flow complexity for MCMC preconditioning4 Nov 2025
- 2025Generalized Guarantees for Variational Inference in the Presence of Even and Elliptical Symmetry2 Nov 2025
- 2025metabeta -- A fast neural model for Bayesian mixed-effects regression8 Oct 2025
- 2025The Within-Orbit Adaptive Leapfrog No-U-Turn Sampler23 Jun 2025
- 2025Model-Informed Flows for Bayesian Inference30 May 2025
- 2025Graph-Smoothed Bayesian Black-Box Shift Estimator and Its Information Geometry22 May 2025
- 2025STeP: A Framework for Solving Scientific Video Inverse Problems with Spatiotemporal Diffusion Priors10 Apr 2025
- 2025Learning to Represent Individual Differences for Choice Decision Making27 Mar 2025
- 2024Cautious Optimizers: Improving Training with One Line of Code25 Nov 2024
- 2024ATLAS: Adapting Trajectory Lengths and Step-Size for Hamiltonian Monte Carlo28 Oct 2024
- 2024Identifying latent disease factors differently expressed in patient subgroups using group factor analysis10 Oct 2024
- 2024Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration9 Oct 2024
- 2024Preconditioned FEM-based Neural Networks for Solving Incompressible Fluid Flows and Related Inverse Problems6 Sep 2024
- 2024SoftCVI: Contrastive variational inference with self-generated soft labels22 Jul 2024
- 2024Improving Diffusion Inverse Problem Solving with Decoupled Noise Annealing1 Jul 2024
- 2023Inferring Capabilities from Task Performance with Bayesian Triangulation21 Sep 2023
- 2023Spike-and-slab shrinkage priors for structurally sparse Bayesian neural networks17 Aug 2023
- 2023Rapid and Scalable Bayesian AB Testing27 Jul 2023
- 2023On the hierarchical Bayesian modelling of frequency response functions12 Jul 2023
- 2023Eryn : A multi-purpose sampler for Bayesian inference3 Mar 2023
- 2023Automatically Marginalized MCMC in Probabilistic Programming1 Feb 2023
- 2023Bayesian Hierarchical Models for Counterfactual Estimation21 Jan 2023
- 2022Approximate Gibbs Sampler for Efficient Inference of Hierarchical Bayesian Models for Grouped Count Data28 Nov 2022
- 2022Bayesian hierarchical modelling for battery lifetime early prediction10 Nov 2022
- 2022Sparse Gaussian Process Hyperparameters: Optimize or Integrate?4 Nov 2022
- 2022ProbNeRF: Uncertainty-Aware Inference of 3D Shapes from 2D Images27 Oct 2022
- 2022Maximum entropy exploration in contextual bandits with neural networks and energy based models12 Oct 2022
- 2022Learning Physics between Digital Twins with Low-Fidelity Models and Physics-Informed Gaussian Processes16 Jun 2022
- 2022Deep surrogate accelerated delayed-acceptance HMC for Bayesian inference of spatio-temporal heat fluxes in rotating disc systems5 Apr 2022
- 2022Missing Data Imputation and Acquisition with Deep Hierarchical Models and Hamiltonian Monte Carlo9 Feb 2022
- 2021The Peril of Popular Deep Learning Uncertainty Estimation Methods9 Dec 2021
- 2021Low-rank variational Bayes correction to the Laplace method25 Nov 2021
- 2021Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions1 Oct 2021
- 2021An Introduction to Hamiltonian Monte Carlo Method for Sampling27 Aug 2021
- 2021Pathfinder: Parallel quasi-Newton variational inference9 Aug 2021
- 2021Solution of Physics-based Bayesian Inverse Problems with Deep Generative Priors6 Jul 2021
- 2020Bayesian Inverse Reinforcement Learning for Collective Animal Movement8 Sep 2020
- 2024Improving Diffusion Inverse Problem Solving with Decoupled Noise Annealingcited by 157
- 2025STeP: A Framework for Solving Scientific Video Inverse Problems with Spatiotemporal Diffusion Priorscited by 3
- 2026Learned harmonic mean estimation of the marginal likelihood for multimodal posteriors with flow matchingcited by 0
- 2026Posterior Continuation with Noise-Conditioned Frequency Exposure for Diffusion Inverse Problemscited by 0
- 2026Posterior Continuation with Noise-Conditioned Frequency Exposure for Diffusion Inverse Problems30 Jan 2026
- 2026Learned harmonic mean estimation of the marginal likelihood for multimodal posteriors with flow matching26 Jan 2026
- 2025STeP: A Framework for Solving Scientific Video Inverse Problems with Spatiotemporal Diffusion Priors10 Apr 2025
- 2024Improving Diffusion Inverse Problem Solving with Decoupled Noise Annealing1 Jul 2024
- 2024Cautious Optimizers: Improving Training with One Line of Codecited by 42
- 2021Solution of Physics-based Bayesian Inverse Problems with Deep Generative Priorscited by 29
- 2021Pathfinder: Parallel quasi-Newton variational inferencecited by 26
- 2022Missing Data Imputation and Acquisition with Deep Hierarchical Models and Hamiltonian Monte Carlocited by 19
- 2023Inferring Capabilities from Task Performance with Bayesian Triangulationcited by 13
- 2022ProbNeRF: Uncertainty-Aware Inference of 3D Shapes from 2D Imagescited by 12
- 2021The Peril of Popular Deep Learning Uncertainty Estimation Methodscited by 11
- 2021An Introduction to Hamiltonian Monte Carlo Method for Samplingcited by 8
- 2021Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributionscited by 7
- 2023Bayesian Hierarchical Models for Counterfactual Estimationcited by 6
- 2023On the hierarchical Bayesian modelling of frequency response functionscited by 6
- 2022Sparse Gaussian Process Hyperparameters: Optimize or Integrate?cited by 4
12 most cited of 45 All 45 (JSON)
- 2026Large Language Bayes Is Not Reparameterisation-Invariant24 Sep 2026
- 2026Bayesian Feature Extraction using Gaussian and Diffused-gamma Priors for High Dimensional Spatio-Temporal Data27 Jul 2026
- 2026Scalable Bayesian Additive Models for Stellar Flare Detection via Amortized Gaussian Process Inference and Hidden Markov Models21 Jun 2026
- 2026Credibility-Weighted Pricing of Autonomous Vehicle Liability Under Operational Design Domain Shift16 Jun 2026
- 2026DTVEM-RE: A Hierarchical Random-Effects Extension of the Differential Time-Varying Effect Model for Person-Specific Multi-Lag Estimation in Intensive Longitudinal Data12 Jun 2026
- 2026Understanding Deterioration Random Effects for Causal Discovery in Infrastructure Management19 May 2026
- 2026Corrected Integrated Laplace Approximation for Bayesian Inference in Latent Gaussian Models19 May 2026
- 2026AI4BayesCode: From Natural Language Descriptions to Validated Modular Stateful Bayesian Samplers18 May 2026
- 2026Automatic Laplace Collapsed Sampling: Scalable Marginalisation of Latent Parameters via Automatic Differentiation27 Mar 2026
- 2026SSNAPS: Audio-Visual Separation of Speech and Background Noise with Diffusion Inverse Sampling1 Feb 2026
- 2025A Critical Review of Monte Carlo Algorithms Balancing Performance and Probabilistic Accuracy with AI Augmented Framework19 Dec 2025
- 2025Reducing normalizing flow complexity for MCMC preconditioning4 Nov 2025
12 newest of 45 All 45 (JSON)