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



Bayesian CabaretでYoutubeを検索すると色々出てくる。


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 ...