Hint
Example code: https://github.com/cselab/korali/tree/master/examples/hierarchical.bayesian/basic/
Hierarchical Bayesian Inference (Basic)¶
In this tutorial we show how to perform hierarchical Bayesian inference.
- Hierarchical Bayesian Inference is set up in 3 phases:
sample the posterior distributions conditioned on each data set
sample the hyper parameter
sample the posterior given hyperparameter and one (a) data set or (b) data sets combined.
For each phase we provided an individual python file.
Running¶
All 3 phases can be run with the shell script ./run-hierarchical.sh
The results are saved in sub dirs of the folder /setup.