Western(1998)

Western, Bruce, 1998, "Causal Heterogeneity in Comparative Research: A Bayesian Hierarchical Modelling Approach," American Journal of Political Science, 42(4): 1233-59.

ベイズの枠組みだけでなく、comparabilityの話も興味深い論文。

WinBUGSを少しだけ使えるようになった。
でもベイズのメリットを活かせるような複雑なモデリングができるまでにはまだまだ。

世の中にはベイズの歌(替え歌)なるものがあるようで…。
Bayesian CabaretでYoutubeを検索すると色々出てくる。

歌詞はここに。

Had some data ready to inspect

I modeled the relation as a random effect

The number of parameters just grew and grew

I had to get some help from you-know-who

Run run, Markov chain run
Programming you was fun, but I'll be happy when you're done!

I coded up a simple MCMC

To do all the difficult work for me

The sampler went funny and refused to mix

'Caused me a problem that I couldn't fix!

Run run ...

It seemed that my posterior required more

A super-duper sampler it couldn't ignore

With langevin, and tempering, a hybrid chain

I had to tweak it again and again

Run run ...

I knew that my algorithm was no joke

When my computer started spewing smoke

My plan wasn't working so I had to sub

I drowned my MC sorrows at the local pub!

Run run ...