Journal of Data Science

Abstract: We propose two simple, easy-to-implement methods for obtaining simultaneous credible bands in hierarchical models from standard Markov chain Monte Carlo output. The methods generalize Scheff´e’s (1953) approach to this problem, but in a Bayesian context. A small simulation study is followed by an application of the methods to a seasonal model for Ache honey gathering.

Abstract: In this paper, we propose a nonparametric approach using the Dirichlet processes (DP) as a class of prior distributions for the distribution G of the random effects in the hierarchical generalized linear mixed model (GLMM). The support of the prior distribution (and the posterior distribution) is large, allowing for a wide range of shapes for G. This provides great flexibility in estimating G and therefore produces a more flexible estimator than does the parametric analysis. We present some computation strategies for posterior computations involved in DP modeling. The proposed method is illustrated with real examples as well as simulations.