Estimating Bayesian Diagnostic Models with Attribute Hierarchies with the Hamiltonian-Gibbs Hybrid Sampler
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DOI: 10.1080/00273171.2022.2160950
Abstract: Bayesian estimation of diagnostic models (B-DMs) has grown in popularity in recent years. Common estimation approaches for B-DMs include Gibbs sampling (GS), Metropolis–Hastings, and Hamiltonian Monte Carlo (HMC). The latter has been lauded for its… read more here.
Keywords: diagnostic models; sampler; parameter recovery; gibbs ... See more keywords