# Hamiltonian Monte Carlo for Hierarchical Models

arXiv: https://arxiv.org/abs/1312.0906 · HTML: https://mlsanity.com/paper/1312.0906/

## Key facts

- Cited by 52 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Dec 2013.

## Built on by (most cited first, 30 of 52)

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## 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.